Estimation and reconstruction for zero-one Markov processes

DOI10.1016/0304-4149(84)90023-1MaRDI QIDQ594513zbMATH OpenOpenAlexFDO

Authors Alan F. Karr

Publication date 1984

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(84)90023-1

zbMATH Keywords

asymptotic normalitycalculation of state estimatorsconsistencyfilteringinterpolationparameter estimation of transition intensitiespartial observationsPoisson samplespredictionrecursive representationstate estimation of unobserved portions of sample pathstochastic differential equations

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cites work

• A partially observed Poisson process
• A poisson process whose rate is a hidden Markov process
• Approximation Theorems of Mathematical Statistics
• Classical limit theorems for measure-valued Markov processes
• Estimation of Parameters of Zero-One Processes by Interval Sampling
• Estimation of Parameters of Zero-One Processes by Interval Sampling: An Adaptive Strategy
• First passage to a general threshold for a process corresponding to sampling at Poisson times
• Functional limit theorems for stochastic processes based on embedded processes
• scientific article; zbMATH DE number 3170753 (Why is no real title available?)
• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3217455 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Nonparametric estimation based on censored observations of a Markov renewal process
• Poisson Counts for Random Sequences of Events
• Poisson sampling and spectral estimation of continuous-time processes
• Sampling with Random Jitter
• State estimation for partially observed Markov chains

Cited in

(1)

• Maximum Likelihood Estimation in Alternating Renewal Processes Under Window Censoring

This page was built for publication: Estimation and reconstruction for zero-one Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q594513)