Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables (Q2072396): Difference between revisions

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+https://doi.org/10.1016/j.csda.2021.107362
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+W3205385019
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+Bilateral Phase Type Distributions
@@ Property / cites work: Bilateral Phase Type Distributions / rank @@
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+A new class of models for heavy tailed distributions in finance and insurance risk
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+Q3838095
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+Joint coverage probability in a simulation study on continuous-time Markov chain parameter estimation
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+Fisher information and statistical inference for phase-type distributions
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+Q4139463
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+Q4800136
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+Q3923308
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+Direct Calculation of the Information Matrix via the EM Algorithm
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+Multivariate finite-support phase-type distributions
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+Phase Type Distributions with Finite Support
@@ Property / cites work: Phase Type Distributions with Finite Support / rank @@
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+Computing integrals involving the matrix exponential
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