Parameter estimation for switched counting processes

DOI10.1080/02331880108802742zbMath0995.62075OpenAlexW2070738165MaRDI QIDQ4547510

Jürgen Franz, Ryszard Magiera

Publication date: 23 October 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802742

zbMATH Keywords

maximum likelihood estimatorsstopping timesminimax estimationmarked processesRao-Blackwell optimal sequential estimationswitched counting processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

Cites Work

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• The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure
• Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach
• Nonparametric estimation based on censored observations of a Markov renewal process
• Parameter estimation for Markov modulated poisson processes
• Statistical models based on counting processes

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