Approximation of Cumulative Distribution Functions by Bernstein Phase-Type Distributions

Author:

Horváth András,Horváth Illés,Paolieri Marco,Telek Miklós,Vicario Enrico

Publisher

Springer Nature Switzerland

Reference16 articles.

1. Aldous, D., Shepp, L.: The least variable phase type distribution is erlang. Stoch. Models 3(3), 467–473 (1987)

2. Asmussen, S., Nerman, O.: Fitting phase-type distributions via the EM algorithm. In: Proceedings of Symposium i Advent Statistik, Copenhagen, pp. 335–346 (1991)

3. Baccelli, F., Makowski, A.M.: Multidimensional stochastic ordering and associated random variables. Oper. Res. 37(3), 478–487 (1989)

4. Bobbio, A., Cumani, A.: ML estimation of the parameters of a PH distribution in triangular canonical form. In: Computer Performance Evaluation, pp. 33–46. Elsevier (1992)

5. Bobbio, A., Horváth, A., Telek, M.: Matching three moments with minimal acyclic phase type distributions. Stoch. Models 21, 303–326 (2005)

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