Parameter estimation for Markov modulated poisson processes
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Publication:4314755
DOI10.1080/15326349408807323zbMath0815.62059OpenAlexW2050259183MaRDI QIDQ4314755
Publication date: 27 November 1994
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349408807323
hidden Markov modelmaximum likelihood estimatorMarkov modulated Poisson processstrong consistencydoubly stochastic Poisson processmoment matchingfinite state continuous-time Markov chain
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