Parameter estimation for Markov modulated poisson processes
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Publication:4314755
DOI10.1080/15326349408807323zbMath0815.62059MaRDI QIDQ4314755
Publication date: 27 November 1994
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349408807323
hidden Markov model; maximum likelihood estimator; Markov modulated Poisson process; strong consistency; doubly stochastic Poisson process; moment matching; finite state continuous-time Markov chain
62M05: Markov processes: estimation; hidden Markov models
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