Bivariate Markov processes and their estimation

DOI10.1561/2000000043MaRDI QIDQ5396761zbMATH OpenOpenAlexFDO

Authors Yariv Ephraim, Brian L. Mark

Publication date 3 February 2014

Published in Foundations and Trends® in Signal Processing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/7860d5189dd056bb0a073bd8eb569f5cd6e65ecb

zbMATH Keywords

statistical signal processing

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• A bivariate markov process with diffusion and discrete components
• Special issue on knowledge structures: theoretical developments and applications
• Quantitative easing effectiveness: evidence from euro private assets
• Probabilistic normalization conditions of polytomous knowledge structures
• Caged Markov process -- a continuous-time framework for modeling a constrained Markov process within a freely-evolving Markov process
• Estimation and inference in multivariate Markov chains

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