Estimation in a general mixture of Markov jump processes

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Model-based clustering of categorical time series
A dynamic Mover-Stayer model for recurrent event processes subject to resolution
Theory of statistics
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
Statistical inference for Markov chains with applications to credit risk
Maximum Likelihood Estimation in the Mover-Stayer Model
Large-Sample Theory: Parametric Case
Asymptotic Statistics
Multistate Models for the Analysis of Life History Data
Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability
An extended likelihood framework for modelling discretely observed credit rating transitions
Estimation in the continuous time mover-stayer model with an application to bond ratings migration
Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds
Statistical Inference for Discretely Observed Markov Jump Processes
A generalized mover-stayer model for panel data
Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
Estimation in the Mixture of Markov Chains Moving With Different Speeds
Mover-stayer model with covariate effects on stayer's probability and mover's transitions
Score tests based on a finite mixture model of Markov processes under intermittent observation
Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change

This page was built for publication: Estimation in a general mixture of Markov jump processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6642538)