A note on optimum spacing of observations from a continuous time simple Markov process

DOI10.1007/BF01894750zbMATH Open0596.62080MaRDI QIDQ1078960FDOQ1078960

Authors: Kei Takeuchi, Masafumi Akahira 

Publication date: 1986

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176053

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zbMATH Keywords

time series analysiscontinuous time simple Markov processoptimum spacing of observations

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Cites Work

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