Estimating models based on Markov jump processes given fragmented observation series
Markus Hahn; Sylvia Frühwirth-Schnatter; Jörn Sass
| Year of publication: |
2009
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|---|---|
| Authors: | Hahn, Markus ; Frühwirth-Schnatter, Sylvia ; Sass, Jörn |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 93.2009, 4, p. 403-425
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| Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Induktive Statistik | Statistical inference | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003910570