Parameter estimation for Markov modulated poisson processes (Q4314755)
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scientific article; zbMATH DE number 695529
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English | Parameter estimation for Markov modulated poisson processes |
scientific article; zbMATH DE number 695529 |
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Parameter estimation for Markov modulated poisson processes (English)
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27 November 1994
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hidden Markov model
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Markov modulated Poisson process
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doubly stochastic Poisson process
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finite state continuous-time Markov chain
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moment matching
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strong consistency
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maximum likelihood estimator
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