Recursions for the MMPP Score Vector and Observed Information Matrix

DOI10.1080/15326349.2010.519673zbMath1209.60044OpenAlexW2016030042MaRDI QIDQ3068094

Shahram Sarkani, Christopher J. Willy, W. J. J. Roberts, Thomas A. Mazzuchi

Publication date: 13 January 2011

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2010.519673

zbMATH Keywords

scorehidden Markov modelobserved informationMMPP

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27)

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