The estimation of phase-type related functionals using Markov chain Monte Carlo methods (Q5467677): Difference between revisions

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Revision as of 02:56, 20 March 2024

scientific article; zbMATH DE number 5026201
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The estimation of phase-type related functionals using Markov chain Monte Carlo methods
scientific article; zbMATH DE number 5026201

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    The estimation of phase-type related functionals using Markov chain Monte Carlo methods (English)
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    24 May 2006
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    Bayesian analysis
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    Markov chain Monte Carlo
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    phase-type distribution
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    ruin probability
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