Estimation of the derivative of a stationary measure with respect to a control parameter
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Publication:4018327
DOI10.2307/3214571zbMath0792.62076OpenAlexW2321540280MaRDI QIDQ4018327
Felisa J. Vázquez-Abad, Harold J. Kushner
Publication date: 16 January 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214571
derivativeinvariant measuretightnessergodic Markov chaintransition functionRadon-Nikodym derivativesfinite signed measure
Parametric inference (62F99) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Continuous-time Markov processes on discrete state spaces (60J27)
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