An EM algorithm for continuous-time bivariate Markov chains
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Publication:2359509
DOI10.1016/j.csda.2012.07.017zbMath1365.60068arXiv1107.2446OpenAlexW2047129866MaRDI QIDQ2359509
Publication date: 29 June 2017
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2446
Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27)
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