Tracking of transition rates in Markov processes

DOI10.1007/BF02950762zbMath0753.60067OpenAlexW2090839119MaRDI QIDQ1187146

Petr Mandl

Publication date: 28 June 1992

Published in: Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02950762

zbMATH Keywords

Markov chainmaximum likelihood estimateExponential discounting

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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