Continuous and Poisson-distributed costs accumulated within a stationary Markov process

DOI10.1016/0025-5564(80)90083-8zbMath0456.62069OpenAlexW2057018112WikidataQ123200971 ScholiaQ123200971MaRDI QIDQ1150984

Philip F. Rust

Publication date: 1980

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0025-5564(80)90083-8

zbMATH Keywords

longitudinal datacost functionstationary Markov processhealth care systemsPoisson costs

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99) Operations research and management science (90B99)

Cites Work

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• Asymptotic normality of the maximum likelihood estimate in Markov processes
• The cost of a carrier-borne epidemic
• The variance of duration of stay in an absorbing Markov process
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process

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