Regularity of models associated with Markov jump processes

DOI10.1515/math-2022-0482zbMath1496.60092OpenAlexW4294663266MaRDI QIDQ2084213

Wissem Jedidi

Publication date: 18 October 2022

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2022-0482

zbMATH Keywords

randomizationisomorphisminfinitesimal generatorFisher information matrixHellinger integralsjump Markov processlocal regularitylikelihood processesregularity of models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Continuous-time Markov processes on general state spaces (60J25) Jump processes on general state spaces (60J76)

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