Parameter estimation for multivariate population processes: a saddlepoint approach
DOI10.1080/15326349.2020.1832895zbMath1473.62291OpenAlexW3094066856MaRDI QIDQ4994068
Sophie Hautphenne, Birgit Sollie, Mathisca C. M. de Gunst, M. R. H. Mandjes
Publication date: 14 June 2021
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2020.1832895
saddlepoint approximationmaximum likelihood estimationstochastic networksMarkov-modulationpopulation process
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)
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