Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes (Q2114041)

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scientific article; zbMATH DE number 7489138
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    Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
    scientific article; zbMATH DE number 7489138

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      Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes (English)
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      14 March 2022
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      uniformization
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      Metropolis-Hastings algorithm
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      fast computation
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