Asymptotic inference for continuous-time Markov chains

DOI10.1007/BF00959616MaRDI QIDQ1092575zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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• A Functional Central Limit Theorem for Semimartingales
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Cited in

(10)

• Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
• 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
• Asymptotic normality of nonparametric estimators for discrete-time semi-Markov chains in higher dimensions
• Maximum likelihood estimator for hidden Markov models in continuous time
• Nonparametric estimators for Markov step processes
• scientific article; zbMATH DE number 3973997 (Why is no real title available?)

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