Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables (Q2072396)
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scientific article; zbMATH DE number 7464460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables |
scientific article; zbMATH DE number 7464460 |
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Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables (English)
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26 January 2022
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EM algorithm
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estimation of parameters
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finite support phase type distributions
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Fisher information
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functions of PH random variables
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