A poisson process whose rate is a hidden Markov process

DOI10.2307/1426731MaRDI QIDQ3945336zbMATH OpenOpenAlexFDO

Authors Daniel S. Freed, Larry Shepp

Publication date 1982

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426731

zbMATH Keywords

doubly stochastichidden ratelikelihood ratio

Mathematics Subject Classification ID

Markov processes (60J99) Special processes (60K99)

Cited in

(5)

• An EM algorithm for continuous-time bivariate Markov chains
• Stochastic domination for a hidden Markov chain with applications to the contact process in a randomly evolving environment
• A joint model for multistate disease processes and random informative observation times, with applications to electronic medical records data
• Estimation and reconstruction for zero-one Markov processes
• The continuous-time hidden Markov model based on discretization. Properties of estimators and applications

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