Markov models for digraph panel data: Monte Carlo-based derivative estimation (Q1020109)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Markov models for digraph panel data: Monte Carlo-based derivative estimation
scientific article

    Statements

    Markov models for digraph panel data: Monte Carlo-based derivative estimation (English)
    0 references
    0 references
    0 references
    29 May 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    digraphs
    0 references
    continuous-time Markov process
    0 references
    gradient estimation
    0 references
    likelihood ratio/score function method
    0 references
    variance reduction
    0 references
    control variates
    0 references
    0 references