On a reward rate estimation for the finite irreducible continuous-time Markov chain

DOI10.1080/15598608.2017.1282895zbMath1420.62360OpenAlexW2585224481MaRDI QIDQ2323276

Alexander M. Andronov

Publication date: 30 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2017.1282895

zbMATH Keywords

simulationMarkov chainmethods of point estimation

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• The Fourier-series method for inverting transforms of probability distributions
• Occupation times in markov processes
• Matrix Calculus and Zero-One Matrices
• Estimation for General Birth-Death Processes
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