Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process

Author:

Chiquet Julien,Limnios Nikolaos

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference21 articles.

1. A. Albert, “Estimating the infinitesimal generator of a continuous time, finite state Markov process,” Annals of Mathematical Statistics vol. 38 pp. 727–753, 1962.

2. P. Billingsley, Statistical Inference for Markov Processes, University of Chicago Press: Chicago, 1961.

3. J. Chiquet, N. Limnios, and M. Eid, “Modeling and estimating the reliability of stochastic dynamical systems with markovian switching.” In ESREL 2006 - Safety and Reliability for managing Risks, 2006.

4. R. Dautray (ed.), Méthodes probabilistes pour les équations de la physique, Synthèse. Eyrolles: Paris, France, 1989.

5. M. H. A. Davis, Markov Models and Optimization, Monographs On statistics and Applied Probability 49, Chapman & Hall, UK, 1993.

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