Asymptotic inference for continuous-time Markov chains

DOI10.1007/BF00959616zbMATH Open0627.62086OpenAlexW2039707935MaRDI QIDQ1092575FDOQ1092575

R. Höpfner

Publication date: 1988

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00959616

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zbMATH Keywords

continuous-time Markov chains

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20)

Cites Work

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Cited In (7)

• The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model
• Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
• ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
• Asymptotic inference for Markov step processes: Observation up to a random time
• Local asymptotic normality and mixed normality for Markov statistical models
• Nonparametric estimators for Markov step processes
• Title not available (Why is that?)

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