Fitting with Matrix-Exponential Distributions

DOI10.1081/STM-200056227zbMath1065.62097MaRDI QIDQ5462795

Mark Fackrell

Publication date: 27 July 2005

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimation; phase-type distribution; semi-infinite programming; rational Laplace-Stieltjes transform; matrix-exponential distribution

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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