Statistics for Continuous Time Markov Chains, a Short Review

This review article is concerned to provide a global context to several works on the fitting of continuous time nonhomogeneous Markov chains with finite state space and also to point out some selected aspects of two techniques previously introduced—estimation and calibration—relevant for application...

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Bibliographic Details
Main Authors: Manuel L. Esquível, Nadezhda P. Krasii
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/14/4/283
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