Estimating the transition matrix of a Markov chain observed at random times
type: Item
instance of: scholarly article
title: Estimating the transition matrix of a Markov chain observed at random times
zbMATH Open document ID: 1322.60145
author: Flavia Barsotti
author: Yohann De Castro
author: Thibault Espinasse
author: Paul Rochet
published in: Statistics \& Probability Letters
publication date: 2014-11-03T00:00:00Z
full work available at URL: https://arxiv.org/abs/1405.0384
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 6363270
zbMATH Keywords: Markov chain
zbMATH Keywords: identifiability
zbMATH Keywords: sparse transition matrix
zbMATH Keywords: parametric estimation
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Lie bracket
zbMATH Keywords: numerical simulations
MaRDI profile type: Publication
OpenAlex ID: W2963009400
arXiv ID: 1405.0384
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cites work: Time changes of Markov chains
cites work: Q3266687
cites work: Q3617561
DOI: 10.1016/J.SPL.2014.07.009
description: scientific article; zbMATH DE number 6363270