Parameter estimation for Markov modulated poisson processes (Q4314755)
From MaRDI portal
scientific article; zbMATH DE number 695529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Markov modulated poisson processes |
scientific article; zbMATH DE number 695529 |
Statements
Parameter estimation for Markov modulated poisson processes (English)
0 references
27 November 1994
0 references
hidden Markov model
0 references
Markov modulated Poisson process
0 references
doubly stochastic Poisson process
0 references
finite state continuous-time Markov chain
0 references
moment matching
0 references
strong consistency
0 references
maximum likelihood estimator
0 references
