A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282)
From MaRDI portal
scientific article; zbMATH DE number 7812499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A series expansion formula of the scale matrix with applications in CUSUM analysis |
scientific article; zbMATH DE number 7812499 |
Statements
A series expansion formula of the scale matrix with applications in CUSUM analysis (English)
0 references
4 March 2024
0 references
Lévy processes
0 references
Markov additive processes
0 references
scale matrices
0 references
phase-type distributions
0 references
hidden Markov models
0 references
CUSUM
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
