On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated poisson processes, and phase-type distributions

Journal of Applied Probability

Volumn 33, Issue 3, 1996, Pages 640-653

  Rydén, Tobias ^a  

^a LUND INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Aggregated Markov chain; Hidden Markov chain; Hidden Markov model; identifiability; Markov modulated poisson process; Phase type distribution

Indexed keywords

EID: 0030519097     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200100087     Document Type: Article

References (19)

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