Consistent estimation for discretely observed Markov jump processes with an absorbing state
type: Item
instance of: scholarly article
title: Consistent estimation for discretely observed Markov jump processes with an absorbing state
zbMATH Open document ID: 1400.62169
author: Alexander Kremer
author: Rafael Weißbach
published in: Statistical Papers
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 62N01
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6224850
zbMATH Keywords: multiple Markov jump process
zbMATH Keywords: credit rating
zbMATH Keywords: discrete observations
zbMATH Keywords: EM
zbMATH Keywords: parametric maximum likelihood
MaRDI profile type: Publication
full work available at URL: s00362-013-0515-0
OpenAlex ID: W2055996035
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DOI: 10.1007/S00362-013-0515-0
description: scientific article; zbMATH DE number 6224850