Estimating the transition matrix of a Markov chain observed at random times (Q467002)
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scientific article; zbMATH DE number 6363270
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| English | Estimating the transition matrix of a Markov chain observed at random times |
scientific article; zbMATH DE number 6363270 |
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Estimating the transition matrix of a Markov chain observed at random times (English)
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3 November 2014
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Markov chain
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identifiability
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sparse transition matrix
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parametric estimation
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asymptotic normality
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Lie bracket
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numerical simulations
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0.7552061080932617
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0.7476691603660583
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