Statistical inference for discretely observed Markov jump processes

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 67, Issue 3, 2005, Pages 395-410

  Bladt, Mogens ^a   Sørensen, Michael ^b  

^a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

EM algorithm; Imbedding problem; Likelihood inference; Markov chain Monte Carlo methods

Indexed keywords

EID: 20744455048     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2005.00508.x     Document Type: Article

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