Estimating absorption time distributions of general Markov jump processes

DOI10.1111/SJOS.12679arXiv2207.11303OpenAlexW4385634091MaRDI QIDQ6196798

Jamaal Ahmad, Mogens Bladt, Martin Bladt

Publication date: 15 March 2024

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.11303

zbMATH Keywords

EM algorithmPoisson regressionparametric inferenceinhomogeneous phase-type distributiontime-inhomogeneous Markov jump process

Mathematics Subject Classification ID

Statistics (62-XX)

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