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Fitting with Matrix-Exponential Distributions - MaRDI portal

Fitting with Matrix-Exponential Distributions (Q5462795)

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scientific article; zbMATH DE number 2189002
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Fitting with Matrix-Exponential Distributions
scientific article; zbMATH DE number 2189002

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    Fitting with Matrix-Exponential Distributions (English)
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    27 July 2005
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    matrix-exponential distribution
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    maximum likelihood estimation
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    phase-type distribution
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    rational Laplace-Stieltjes transform
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    semi-infinite programming
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