Tracking of transition rates in Markov processes

DOI10.1007/BF02950762MaRDI QIDQ1187146zbMATH OpenOpenAlexFDO

Authors Petr Mandl

Publication date 28 June 1992

Published in Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02950762

zbMATH Keywords

Markov chainmaximum likelihood estimateExponential discounting

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Continuous-time Markov processes on discrete state spaces (60J27)

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