Multivariate finite-support phase-type distributions
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Publication:5139929
DOI10.1017/jpr.2020.65zbMath1457.60027OpenAlexW3110196277MaRDI QIDQ5139929
Celeste R. Pavithra, T. G. Deepak
Publication date: 11 December 2020
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2020.65
Point estimation (62F10) Probability distributions: general theory (60E05) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (2)
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path ⋮ Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
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Cites Work
- A parametric estimation procedure for relapse time distributions
- Phase Type Distributions with Finite Support
- Multivariate Phase-Type Distributions
- A New Class of Multivariate Phase Type Distributions
- Computing integrals involving the matrix exponential
- On the theory of screening for chronic diseases
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