Estimating models based on Markov jump processes given fragmented observation series
Year of publication: |
2009
|
---|---|
Authors: | Hahn, Markus ; Frühwirth-Schnatter, Sylvia ; Sass, Jörn |
Published in: |
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft. - Berlin : Springer, ISSN 1863-8155, ZDB-ID 23749295. - Vol. 93.2009, 4, p. 403-426
|
Saved in:
Saved in favorites
Similar items by person
-
Hahn, Markus, (2010)
-
Estimating models based on Markov jump processes given fragmented observation series
Hahn, Markus, (2009)
-
Hahn, Markus, (2010)
- More ...