On the estimation of partially observed continuous-time Markov chains

DOI10.1007/S00180-022-01273-WOpenAlexW4292409488MaRDI QIDQ6138151FDOQ6138151

Authors: Alan Riva Palacio, Ramsés H. Mena, Stephen G. Walker 

Publication date: 5 September 2023

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-022-01273-w

zbMATH Keywords

Bayesian estimationtransition matrixcredit risk scoring

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited In (8)

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• Rate estimation in partially observed Markov jump processes with measurement errors
• Title not available (Why is that?)
• Improved estimators for constrained Markov chain models
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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