Statistical Inference for Discretely Observed Markov Jump Processes (Q5313458)

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scientific article; zbMATH DE number 2201024
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Statistical Inference for Discretely Observed Markov Jump Processes
scientific article; zbMATH DE number 2201024

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    Statistical Inference for Discretely Observed Markov Jump Processes (English)
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    1 September 2005
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    EM algorithm
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    imbedding problem
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    likelihood inference
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    Markov chain Monte Carlo methods
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