Consistent estimation for discretely observed Markov jump processes with an absorbing state
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Publication:379949
DOI10.1007/s00362-013-0515-0zbMath1400.62169OpenAlexW2055996035MaRDI QIDQ379949
Alexander Kremer, Rafael Weißbach
Publication date: 11 November 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0515-0
Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)
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