Estimating the transition matrix of a Markov chain observed at random times (Q467002): Difference between revisions

@@ Property / author @@
+Yohann de Castro
@@ Property / author: Yohann de Castro / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 60J10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6363270
@@ Property / zbMATH DE Number: 6363270 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chain
@@ Property / zbMATH Keywords: Markov chain / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+identifiability
@@ Property / zbMATH Keywords: identifiability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparse transition matrix
@@ Property / zbMATH Keywords: sparse transition matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parametric estimation
@@ Property / zbMATH Keywords: parametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lie bracket
@@ Property / zbMATH Keywords: Lie bracket / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical simulations
@@ Property / zbMATH Keywords: numerical simulations / rank @@
+Normal rank

Estimating the transition matrix of a Markov chain observed at random times (Q467002): Difference between revisions

Revision as of 15:16, 30 June 2023

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Mathematics(0 entries)