Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
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Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) Other physical applications of random processes (60K40)
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Cites work
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- A stochastic theory of fatigue crack propagation
- Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
- Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
- Estimation of parameters of linear homogeneous stochastic differential equations
- Monte-Carlo methods for the transport and diffusion equations
- Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- Statistical inference for ergodic diffusion processes.
- Stochastic approach to fatigue: experiments, modelling and reliability estimation
- Stochastic differential equations. An introduction with applications.
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- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
- Generator estimation of Markov jump processes
- Dynamic measurement of poverty: modeling and estimation
- Disturbance attraction domain estimation for saturated Markov jump systems with truncated Gaussian process
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