JOURNAL ARTICLE

Maximum likelihood estimation for generalized semi-markov processes

Halim Damerdji

Year: 1996 Journal:   Discrete Event Dynamic Systems Vol: 6 (1)Pages: 73-104   Publisher: Springer Science+Business Media
Keywords:
Mathematics Estimator Consistency (knowledge bases) Applied mathematics Asymptotic distribution Estimation theory Parametric statistics Strong consistency Markov process Statistical inference Statistics Mathematical optimization Discrete mathematics

Metrics

4
Cited By
0.87
FWCI (Field Weighted Citation Impact)
25
Refs
0.70
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance

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