A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling (Q1431523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling |
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A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling (English)
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10 June 2004
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CARMA models
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Cayley-Hamilton theorem
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finite-state-space continuous-time Markov chain
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maximum likelihood estimation
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transition intensity matrix
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