Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62N01 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6224850 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
multiple Markov jump process | |||
| Property / zbMATH Keywords: multiple Markov jump process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
credit rating | |||
| Property / zbMATH Keywords: credit rating / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
discrete observations | |||
| Property / zbMATH Keywords: discrete observations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
EM | |||
| Property / zbMATH Keywords: EM / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
parametric maximum likelihood | |||
| Property / zbMATH Keywords: parametric maximum likelihood / rank | |||
Normal rank | |||
Revision as of 11:30, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation for discretely observed Markov jump processes with an absorbing state |
scientific article |
Statements
Consistent estimation for discretely observed Markov jump processes with an absorbing state (English)
0 references
11 November 2013
0 references
multiple Markov jump process
0 references
credit rating
0 references
discrete observations
0 references
EM
0 references
parametric maximum likelihood
0 references
