Estimation in a general mixture of Markov jump processes
From MaRDI portal
Cites work
- A dynamic Mover-Stayer model for recurrent event processes subject to resolution
- A generalized mover-stayer model for panel data
- An extended likelihood framework for modelling discretely observed credit rating transitions
- Asymptotic Statistics
- Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
- Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds
- Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
- Estimation and status prediction in a discrete mover-stayer model with covariate effects on stayer's probability
- Estimation in the continuous time mover-stayer model with an application to bond ratings migration
- Estimation in the Mixture of Markov Chains Moving With Different Speeds
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- Large-Sample Theory: Parametric Case
- Maximum Likelihood Estimation in the Mover-Stayer Model
- Model-based clustering of categorical time series
- Mover-stayer model with covariate effects on stayer's probability and mover's transitions
- Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change
- Multistate Models for the Analysis of Life History Data
- Score tests based on a finite mixture model of Markov processes under intermittent observation
- Statistical Inference for Discretely Observed Markov Jump Processes
- Statistical inference for Markov chains with applications to credit risk
- Theory of statistics
This page was built for publication: Estimation in a general mixture of Markov jump processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6642538)
