An EM algorithm for estimation in Markov-modulated Poisson processes

被引：2

作者：

Ryden, Tobias ^{[1
]}

机构：

[1] Dept. of Mathematical Statistics, Lund University, Box 118, S-221 00 Lund, Sweden

来源：

Computational Statistics and Data Analysis | 1996年 / 21卷 / 04期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：431 / 447

共 50 条

[1] EM algorithm for estimation in Markov-modulated Poisson processes
Ryden, T.
Computational Statistics & Data Analysis, 1996, 21 (04):
[2] An EM algorithm for estimation in Markov-modulated Poisson processes
Ryden, T
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1996, 21 (04) : 431 - 447
[3] RECURSIVE ESTIMATION OF PARAMETERS IN MARKOV-MODULATED POISSON PROCESSES
LINDGREN, G
HOLST, U
IEEE TRANSACTIONS ON COMMUNICATIONS, 1995, 43 (11) : 2812 - 2820
[4] Filtering and change point estimation for hidden Markov-modulated Poisson processes
Elliott, Robert J.
Siu, Tak Kuen
APPLIED MATHEMATICS LETTERS, 2014, 28 : 66 - 71
[5] Estimation of Markov-Modulated Time-Series via EM Algorithm
Dey, Subhrakanti
Krishnamurthy, Vikram
Salmon-Legagneur, Thierry
IEEE SIGNAL PROCESSING LETTERS, 1994, 1 (10) : 153 - 155
[6] A FITTING ALGORITHM FOR MARKOV-MODULATED POISSON PROCESSES HAVING 2 ARRIVAL RATES
MEIERHELLSTERN, KS
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1987, 29 (03) : 370 - 377
[7] STATISTICAL-ANALYSIS ON MARKOV-MODULATED POISSON PROCESSES
RAMESH, NI
ENVIRONMETRICS, 1995, 6 (02) : 165 - 179
[8] An EM Algorithm for Markov Modulated Markov Processes
Ephraim, Yariv
Roberts, William J. J.
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2009, 57 (02) : 463 - 470
[9] Pricing collateralized debt obligations with Markov-modulated Poisson processes
Takada, Hideyuki
Sumita, Ushio
Takahashi, Kazuki
QUANTITATIVE FINANCE, 2011, 11 (12) : 1761 - 1771
[10] Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes
Chang, Chia-Chien
Lin, Shih-Kuei
Yu, Min-Teh
JOURNAL OF RISK AND INSURANCE, 2011, 78 (02) : 447 - 473

← 1 2 3 4 5 →