The continuous-time hidden Markovmodel based on discretization. Properties of estimators and applications

Gámiz Pérez, María Luz; Segovia García, María del Carmen

doi:10.1007/s11203-023-09292-0

s11203-023-09292-0.pdf (548.9Kb)

Identificadores

URI: https://hdl.handle.net/10481/83958

DOI: 10.1007/s11203-023-09292-0

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Editorial

Springer Nature

Materia

Hidden Markov model

Poisson process

Maximun-likelihood estimation

Asymptotic properties

Date

2023-06-23

Referencia bibliográfica

Gámiz, M.L., Limnios, N. & Segovia-García, M.C. The continuous-time hidden Markov model based on discretization. Properties of estimators and applications. Stat Inference Stoch Process (2023). [https://doi.org/10.1007/s11203-023-09292-0]

Sponsorship

Universidad de Granada/CBUA

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DEIO - Artículos

Except where otherwise noted, this item's license is described as Atribución 4.0 Internacional