Nonparametric estimation for a compound Poisson process governed by a Markov chain

DOI10.1090/S0094-9000-2013-00872-2zbMath1294.62183OpenAlexW1992132275MaRDI QIDQ2849273

O. A. Voina

Publication date: 17 September 2013

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00872-2

zbMATH Keywords

hidden Markov modelCox modelcompound Poisson processnonparametric estimationincomplete observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Markov processes (60J99)

Related Items (2)

Statistical estimation in hierarchical hidden Markov model ⋮ Using hidden Markov models in estimating the parameters of hierarchical systems

Cites Work

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