Beyond time-homogeneity for continuous-time multistate Markov models

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-08-08 DOI:10.1080/10618600.2024.2388609

Emmett B. Kendall, Jonathan P. Williams, Gudmund H. Hermansen, Frederic Bois, Vo Hong Thanh

引用次数: 0

Abstract

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describ...

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超越连续时间多态马尔可夫模型的时间同质性

多态马尔可夫模型是一种典型的参数方法，用于对支持有限状态空间的观测或潜在随机过程进行数据建模。连续时间马尔可夫过程描述了...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.