An MM algorithm to estimate parameters in continuous-time Markov chains

DOI10.1007/978-3-031-43835-6_6MaRDI QIDQ6546449zbMATH OpenFDO

Authors Giovanni Bacci, Anna Ingolfsdottir, Kim G. Larsen, Raphaël Reynouard

Publication date 29 May 2024

Full work available at URL https://doi.org/10.1007/978-3-031-43835-6_6

zbMATH Keywords

continuous-time Markov chainsmaximum likelihood estimationMM algorithm

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: estimation; hidden Markov models (62M05) Specification and verification (program logics, model checking, etc.) (68Q60)

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