Parameter estimation for switched counting processes

DOI10.1080/02331880108802742MaRDI QIDQ4547510zbMATH OpenOpenAlexFDO

Authors Jürgen Franz, Ryszard Magiera

Publication date 23 October 2002

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880108802742

zbMATH Keywords

marked processesmaximum likelihood estimatorsminimax estimationRao-Blackwell optimal sequential estimationstopping timesswitched counting processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

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Cites work

• Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach
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• scientific article; zbMATH DE number 3584689 (Why is no real title available?)
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• scientific article; zbMATH DE number 802908 (Why is no real title available?)
• Nonparametric estimation based on censored observations of a Markov renewal process
• Parameter estimation for Markov modulated poisson processes
• Statistical models based on counting processes
• The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure

Cited in

(2)

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• An on-line parameter estimation algorithm for counting process observations (Corresp.)

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