Generator estimation of Markov jump processes (Q2462457)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generator estimation of Markov jump processes |
scientific article |
Statements
Generator estimation of Markov jump processes (English)
0 references
30 November 2007
0 references
Markov jump process
0 references
generator estimation
0 references
embedding problem
0 references
EM-algorithm
0 references
maximum likelihood
0 references
expectation-maximization (EM) algorithm
0 references
comparison of method
0 references
numerical examples
0 references
0 references
0 references
