Regularity of models associated with Markov jump processes
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Publication:2084213
DOI10.1515/math-2022-0482zbMath1496.60092OpenAlexW4294663266MaRDI QIDQ2084213
Publication date: 18 October 2022
Published in: Open Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/math-2022-0482
randomizationisomorphisminfinitesimal generatorFisher information matrixHellinger integralsjump Markov processlocal regularitylikelihood processesregularity of models
Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Continuous-time Markov processes on general state spaces (60J25) Jump processes on general state spaces (60J76)
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