Nonparametric estimation of partially observed stochastic multicompartmental systems
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Publication:3774718
DOI10.1080/07362998708809122zbMath0635.62031MaRDI QIDQ3774718
Publication date: 1987
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998708809122
maximum likelihood estimator; hazard rate; counting process; stochastic integral; zero mean martingale; Asymptotic result; unobservable transitions; estimator of the transition rate; Explicit expression; irreversible k-compartmental system
62G05: Nonparametric estimation
93E10: Estimation and detection in stochastic control theory
62M99: Inference from stochastic processes
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