Discrete-time ``inversion'' and derivative estimation for Markov chains (Q923516)
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scientific article; zbMATH DE number 4169801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time ``inversion'' and derivative estimation for Markov chains |
scientific article; zbMATH DE number 4169801 |
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Discrete-time ``inversion'' and derivative estimation for Markov chains (English)
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1990
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gradient estimation
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continuous-time Markov chains
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simulation
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embedded discrete-time chain
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perturbation analysis
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likelihood ratio
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