Estimating the Order of Continuous Phase-type Distributions and Markov-Modulated Poisson Processes<sup>∗</sup> (Q4354599)
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scientific article; zbMATH DE number 1061874
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English | Estimating the Order of Continuous Phase-type Distributions and Markov-Modulated Poisson Processes<sup>∗</sup> |
scientific article; zbMATH DE number 1061874 |
Statements
Estimating the Order of Continuous Phase-type Distributions and Markov-Modulated Poisson Processes<sup>∗</sup> (English)
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11 November 1997
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phase-type distribution
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split-time likelihoods
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Markov-modulated Poisson processes
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model order selection
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penalized likelihood
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