Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes

DOI10.1016/j.jspi.2011.02.022zbMath1213.62009OpenAlexW2006641906MaRDI QIDQ538123

Philippe Regnault

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.022

zbMATH Keywords

ergodicitypure jump Markov processesplug-in estimation

Mathematics Subject Classification ID

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