An EM algorithm for estimation in Markov-modulated Poisson processes

Author:

Rydén Tobias

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference27 articles.

1. Fitting phase-type distributions via the EM algorithm;Asmussen,1991

2. An inequality and associated maximization technique in statistical estimation for probabilistic functions of Markov processes;Baum,1972

3. An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology;Baum;Bull. Amer. Math. Soc.,1967

4. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains;Baum;Ann. Math. Statist.,1970

5. Statistical inference for Markov processes;Billingsley,1961

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