A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282)

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scientific article; zbMATH DE number 7812499
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A series expansion formula of the scale matrix with applications in CUSUM analysis
scientific article; zbMATH DE number 7812499

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    A series expansion formula of the scale matrix with applications in CUSUM analysis (English)
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    4 March 2024
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    Lévy processes
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    Markov additive processes
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    scale matrices
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    phase-type distributions
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    hidden Markov models
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    CUSUM
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