Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case (Q5872946)

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scientific article; zbMATH DE number 7638422
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    Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case
    scientific article; zbMATH DE number 7638422

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      Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case (English)
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      5 January 2023
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      heavy tails
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      inhomogeneous phase-type
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      matrix Pareto distribution
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      matrix Weibull distribution
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      multivariate phase-type
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      parameter estimation
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