Parameter estimation for multivariate population processes: a saddlepoint approach

DOI10.1080/15326349.2020.1832895MaRDI QIDQ4994068zbMATH OpenOpenAlexFDO

Authors Sophie Hautphenne, Birgit Sollie, Mathisca de Gunst, M. R. H. Mandjes

Publication date 14 June 2021

Published in Stochastic Models (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/15326349.2020.1832895

zbMATH Keywords

Markov-modulationmaximum likelihood estimationpopulation processsaddlepoint approximationstochastic networks

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

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• scientific article; zbMATH DE number 3660622 (Why is no real title available?)
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• The linear birth-death process: an inferential retrospective
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Cited in

(5)

• A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
• Parameter estimation for a discretely observed population process under Markov-modulation
• Fast likelihood-based inference for latent count models using the saddlepoint approximation
• Fitting a stochastic model of intensive care occupancy to noisy hospitalization time series during the COVID-19 pandemic
• On parameter estimation in population models

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