On the estimation of partially observed continuous-time Markov chains

DOI10.1007/S00180-022-01273-WMaRDI QIDQ6138151zbMATH OpenOpenAlexFDO

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)

• Improved estimators for constrained Markov chain models
• scientific article; zbMATH DE number 5880904 (Why is no real title available?)
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains
• scientific article; zbMATH DE number 3973997 (Why is no real title available?)
• Rate estimation in partially observed Markov jump processes with measurement errors
• scientific article; zbMATH DE number 66834 (Why is no real title available?)
• scientific article; zbMATH DE number 6794361 (Why is no real title available?)
• scientific article; zbMATH DE number 4102954 (Why is no real title available?)

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