Parameter estimation for discretely observed continuous-time Markov chains
This thesis develops a method for estimating the parameters of continuous-time Markov chains discretely observed by Poisson sampling. The inference problem in this context is usually simplified by assuming the process to be time-homogeneous and that the process can be observed continuously for some...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | English |
| Published: |
2009
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1911/17950 |