An MM algorithm to estimate parameters in continuous-time Markov chains

DOI10.1007/978-3-031-43835-6_6MaRDI QIDQ6546449

Kim G. Larsen, Giovanni Bacci, Raphaël Reynouard, Anna Ingolfsdottir

Publication date: 29 May 2024

zbMATH Keywords

maximum likelihood estimationcontinuous-time Markov chainsMM algorithm

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Specification and verification (program logics, model checking, etc.) (68Q60) Continuous-time Markov processes on discrete state spaces (60J27)

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