Estimating models based on Markov jump processes given fragmented observation series (Q5962989)

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scientific article; zbMATH DE number 6545777
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    Estimating models based on Markov jump processes given fragmented observation series
    scientific article; zbMATH DE number 6545777

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      Estimating models based on Markov jump processes given fragmented observation series (English)
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      25 February 2016
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      Markov chain
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      Markov switching model
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      hidden Markov model
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      regime switching
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      inference
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