Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds (Q5113877): Difference between revisions

Latest revision as of 23:35, 22 July 2024

scientific article; zbMATH DE number 7212989

Language	Label	Description	Also known as
English	Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds	scientific article; zbMATH DE number 7212989

Statements

instance of

scholarly article

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title

Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds (English)

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zbMATH Open document ID

1446.60054

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DOI

10.1287/stsy.2017.0007

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18 June 2020

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Mathematics Subject Classification ID

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Markov chains

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Markov mixture processes

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generalized phase-type distributions

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forward intensity

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residual occupation time

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describes a project that uses

invGauss

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/stsy.2017.0007

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0 references

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Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder).

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Survival and event history analysis. A process point of view

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Q3560912

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Some Explicit Formulas for the Exponential Matrix e tA

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Applied Probability and Queues

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Russian and American put options under exponential phase-type Lévy models.

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Closure of phase type distributions under operations arising in reliability theory

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Queues and Risk Processes with Dependencies

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An Introduction to Queueing Theory and Matrix-Analytic Methods

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Input Modeling with Phase-Type Distributions and Markov Models

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More explicit formulas for the matrix exponential

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Q2724107

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Multiperiod corporate default prediction -- a forward intensity approach

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Maximum Likelihood Estimation in the Mover-Stayer Model

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Estimation in the Mixture of Markov Chains Moving With Different Speeds

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Q4779058

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Q2915817

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Markov Aging Process and Phase-Type Law of Mortality

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Q3923308

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On non-uniqueness of representations of phase-type distributions

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Characterization of phase-type distributions

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Phase-type software reliability model: parameter estimation algorithms with grouped data

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Q4851818

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5113877

@@ Property / cites work @@
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@@ Property / cites work: Q4864600 / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder).
+Normal rank
@@ Property / cites work @@
+Survival and event history analysis. A process point of view
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Explicit Formulas for the Exponential Matrix e tA
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Closure of phase type distributions under operations arising in reliability theory
+Normal rank
@@ Property / cites work @@
+Queues and Risk Processes with Dependencies
@@ Property / cites work: Queues and Risk Processes with Dependencies / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Queueing Theory and Matrix-Analytic Methods
+Normal rank
@@ Property / cites work @@
+Input Modeling with Phase-Type Distributions and Markov Models
+Normal rank
@@ Property / cites work @@
+More explicit formulas for the matrix exponential
@@ Property / cites work: More explicit formulas for the matrix exponential / rank @@
+Normal rank
@@ Property / cites work @@
+Q2724107
@@ Property / cites work: Q2724107 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod corporate default prediction -- a forward intensity approach
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation in the Mover-Stayer Model
+Normal rank
@@ Property / cites work @@
+Estimation in the Mixture of Markov Chains Moving With Different Speeds
+Normal rank
@@ Property / cites work @@
+Q4779058
@@ Property / cites work: Q4779058 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2915817
@@ Property / cites work: Q2915817 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Aging Process and Phase-Type Law of Mortality
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+On non-uniqueness of representations of phase-type distributions
+Normal rank
@@ Property / cites work @@
+Characterization of phase-type distributions
@@ Property / cites work: Characterization of phase-type distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type software reliability model: parameter estimation algorithms with grouped data
+Normal rank
@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
+Normal rank