A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling
type: Item
instance of: scholarly article
title: A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling
zbMATH Open document ID: 1053.62009
author: Henghsiu Tsai
author: Kung-Sik Chan
published in: Bernoulli
publication date: 2004-06-10T00:00:00Z
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 26B12
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 15A99
Mathematics Subject Classification ID: 26B99
zbMATH DE Number: 2072445
zbMATH Keywords: CARMA models
zbMATH Keywords: Cayley-Hamilton theorem
zbMATH Keywords: finite-state-space continuous-time Markov chain
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: transition intensity matrix
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1066418883
OpenAlex ID: W2106824547
DOI: 10.3150/BJ/1066418883
description: scientific article; zbMATH DE number 2072445