Parameter estimation for a special class of Markov chains

DOI10.1007/BF02925271zbMath0931.62076OpenAlexW2024278108MaRDI QIDQ1381203

Hendrik Schäbe

Publication date: 21 February 2000

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925271

zbMATH Keywords

maximum likelihood estimatorstationary distributionmissing data

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Unnamed Item ⋮ A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence

Cites Work

• On a Morgenstern-type bivariate gamma distribution
• Hedging and Maxmin
• Unnamed Item

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