Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables (Q2072396)

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Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
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    Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables (English)
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    26 January 2022
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    EM algorithm
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    estimation of parameters
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    finite support phase type distributions
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    Fisher information
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    functions of PH random variables
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