Nonparametric estimation of partially observed stochastic multicompartmental systems
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Publication:3774718
DOI10.1080/07362998708809122zbMath0635.62031OpenAlexW2076206674MaRDI QIDQ3774718
Publication date: 1987
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998708809122
maximum likelihood estimatorhazard ratecounting processstochastic integralzero mean martingaleAsymptotic resultunobservable transitionsestimator of the transition rateExplicit expressionirreversible k-compartmental system
Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)
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