Maximum spacing estimation for continuous time Markov chains and semi-Markov processes

IF 0.7 Q3 STATISTICS & PROBABILITY

Statistical Inference for Stochastic Processes Pub Date : 2021-02-15 DOI:10.1007/s11203-021-09238-4

Kristi Kuljus, B. Ranneby

引用次数: 1

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连续时间马尔可夫链和半马尔可夫过程的最大间距估计

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来源期刊

Statistical Inference for Stochastic Processes STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

12.50%

发文量

期刊介绍： Statistical Inference for Stochastic Processes aims to publish high quality papers devoted to inference in either discrete or continuous time stochastic processes. This includes topics such as ARMA processes, GARCH processes and other time series models, as well as diffusion type processes, point processes, random fields and Markov processes. Papers related to spatial models and empirical processes are also within the scope of the journal. Special focus is placed on methodological advances and sound theoretical results, but submissions that expose potential applications of the developed theory to finance, insurance, economics, biology, physics and engineering are very much encouraged. Officially cited as: Stat Inference Stoch Process