Statistical Inference for Discretely Observed Markov Jump Processes

DOI10.1111/j.1467-9868.2005.00508.xzbMath1069.62061OpenAlexW1968776642MaRDI QIDQ5313458

Publication date: 1 September 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00508.x

zbMATH Keywords

EM algorithm Markov chain Monte Carlo methods likelihood inference imbedding problem

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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