A benchmark for ph estimation algorithms: results for acyclic-ph

DOI10.1080/15326349408807315zbMath0805.62025OpenAlexW1986771252MaRDI QIDQ4306254

Miklós Telek, Andrea Bobbio

Publication date: 6 February 1995

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349408807315

zbMATH Keywords

maximum likelihood estimationnonlinearityexponential polynomialsPH distributionsacyclic phase type distributions

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Probabilistic methods, stochastic differential equations (65C99)

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