Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path

DOI10.1016/j.jmva.2022.105021OpenAlexW4280644604MaRDI QIDQ2146463

Budhi A. Surya

Publication date: 16 June 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105021

zbMATH Keywords

multi-state modelconditional multivariate distributionsgeneralized mixture of phase-typeMarkov-mixture jump processes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27) Multivariate analysis (62Hxx)

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