TY  - GEN 
AU  - Gámiz Pérez, María Luz
AU  - Limnios, Nikolaos
AU  - Segovia García, María del Carmen
PY  - 2023
UR  - https://hdl.handle.net/10481/83624
AB  - In this paper we consider continuous-time hidden Markov processes (CTHMM). The model considered is a two-dimensional stochastic process (Xt, Yt) , with Xt an unobserved (hidden) Markov chain defined by its generating matrix and Yt an observed process...
LA  - eng
PB  - Springer Nature
KW  - Hidden Markov model
KW  - Poisson process
KW  - Maximun-likelihood estimation
KW  - Asymptotic properties
TI  - The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
DO  - 10.1007/s11203-023-09292-0
ER  -