Parameter estimation for Markov modulated poisson processes
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 819198
- Estimating the parameters of a seasonal Markov-modulated Poisson process
- scientific article; zbMATH DE number 874741
- An EM algorithm for estimation in Markov-modulated Poisson processes
- A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
Cited in
(40)- Filters for estimating Markov modulated Poisson processes and image-based tracking
- Identification of positive linear systems with Poisson output transformation
- Estimating the parameters of a seasonal Markov-modulated Poisson process
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
- Fitting procedure for the two-state batch Markov modulated Poisson process
- Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
- Markov modulated process to model human mobility
- Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
- Species occupancy modeling for detection data collected along a transect
- Fitting Markovian binary trees using global and individual demographic data
- Parameter estimation for a discretely observed population process under Markov-modulation
- Filtering and change point estimation for hidden Markov-modulated Poisson processes
- An EM algorithm for continuous-time bivariate Markov chains
- Estimation of the parameters of a Markov-modulated loss process in insurance
- Recursions for the MMPP score vector and observed information matrix
- Cyclic markov modulated poisson processes in traffic characterization
- Explicit forward recursive estimators for Markov modulated Markov processes
- A note on the entropy rate and mutual information rate for Markov modulated Poisson process with marks
- On the entropy rate and the mutual information rate of Markov modulated Poisson process
- An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
- scientific article; zbMATH DE number 3967735 (Why is no real title available?)
- Approximation of Some Markov-Modulated Poisson Processes
- Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
- Markov-modulated Hawkes process with stepwise decay
- Discrete time filters for doubly stochastic poisson processes and other exponential noise models
- The Markov-modulated Poisson process (MMPP) cookbook
- Estimating the Order of Continuous Phase-type Distributions and Markov-Modulated Poisson Processes∗
- Parameter estimation for switched counting processes
- Hidden Markov Chain Filtering for a Jump Diffusion Model
- Sign CUSUM algorithm for change-point detection of the MMPP controlling chain state
- scientific article; zbMATH DE number 819198 (Why is no real title available?)
- scientific article; zbMATH DE number 874741 (Why is no real title available?)
- Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains
- Markov Poisson regression models for discrete time series. Part 2: Applications
- Markov-modulated multivariate linear regression
- On the severity of ruin in a Markov-modulated risk model
- A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process
- Aggregate Markov models in life insurance: estimation via the EM algorithm
- An EM algorithm for estimation in Markov-modulated Poisson processes
This page was built for publication: Parameter estimation for Markov modulated poisson processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4314755)