A three-term recurrence relation for accurate evaluation of transition probabilities of the simple birth-and-death process
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Publication:2026365
DOI10.1007/s10543-020-00836-xzbMath1471.65220arXiv1909.10765OpenAlexW3126438122MaRDI QIDQ2026365
Publication date: 19 May 2021
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.10765
maximum likelihood estimationhypergeometric functiontransition probabilitiesbirth-death processthree-term recurrence relation
Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Classical hypergeometric functions, ({}_2F_1) (33C05) Numerical aspects of recurrence relations (65Q30)
Uses Software
Cites Work
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