Estimation of a matrix of intensities for model of Markov process

Applied Mathematics and Computation

Volumn 166, Issue 2, 2005, Pages 282-290

  Boguslavskiy, Josef A ^a  

^a STATE RESEARCH INSTITUTE OF AVIATION SYSTEMS   (Russian Federation)

Author keywords

Equations of Kolmogorov; Estimation; Markov process; Matrix of intensities; Method of maximum of likelihood

Indexed keywords

ALGORITHMS; ESTIMATION; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; METHOD OF MOMENTS; NONLINEAR EQUATIONS; NUMBER THEORY;

DYNAMIC MODELS; EQUATION OF KOLMOGOROV; MATRIX OF INTENSITIES; METHOD OF MAXIMUM LIKLIHOOD;

MARKOV PROCESSES;

EID: 19944363512     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.04.119     Document Type: Article

References (3)

1. W. Feller An Introduction to Probability Theory and Its Application 1950 J. Wiley & Sons New York
2. I.A. Boguslavskiy Analysis of accuracy estimate for transition probabilities in Markov models Journal of Computer and Systems Sciences International 1 2000 35 43
3. R. Rubin, S.R. Eddy, A. Krogh, and G. Mitchison Biological sequence analysis; Probabilistic models of proteins and nucleic acids 1998 University Press Cambridge