Statistical Inference for Discretely Observed Markov Jump Processes
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Publication:5313458
DOI10.1111/J.1467-9868.2005.00508.XzbMath1069.62061OpenAlexW1968776642MaRDI QIDQ5313458
Michael Sørensen, Mogens Bladt
Publication date: 1 September 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00508.x
Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)
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