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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Estimating the Order of Continuous Phase-type Distributions and Markov-Modulated Poisson Processes<sup>∗</sup>
scientific article; zbMATH DE number 1061874

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    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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