JOURNAL ARTICLE
Maximum likelihood estimation for generalized semi-markov processes
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
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Cited By
0.87
FWCI (Field Weighted Citation Impact)
25
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0.70
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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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