An exact Gibbs sampler for the Markov-modulated Poisson process
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9868.2006.00566.x/fullpdf
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4. Statistical inference for discretely observed Markov jump processes
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