An EM algorithm for estimation in Markov-modulated Poisson processes

Computational Statistics and Data Analysis

Volumn 21, Issue 4, 1996, Pages 431-447

  Rydén, Tobias ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

EM algorithm; Markov modulated Poisson process; Maximum likelihood estimate

Indexed keywords

EM ALGORITHM; MARKOV-MODULATED POISSON PROCESS; MAXIMUM LIKELIHOOD ESTIMATE;

EID: 0029730756     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-9473(95)00025-9     Document Type: Article

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