A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
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Publication:2157402
DOI10.1007/s11009-021-09882-6zbMath1503.65025OpenAlexW3183717923MaRDI QIDQ2157402
Birgit Sollie, M. R. H. Mandjes
Publication date: 28 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09882-6
maximum likelihood estimationMarkov chainErlang distributionquasi birth-death processestime-dependent probabilities
Computational methods in Markov chains (60J22) Population dynamics (general) (92D25) Numerical analysis or methods applied to Markov chains (65C40)
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