On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions

DOI10.2307/3215346zbMath0865.60064OpenAlexW2043108584MaRDI QIDQ4716090

Tobias Rydén

Publication date: 19 November 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215346

zbMATH Keywords

hidden Markov chainhidden Markov modelphase-type distributionidentifiabilityMarkov-modulated Poisson processaggregated Markov chain

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Distribution theory (60E99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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