Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality.
S. Y. HwangIshwar V. BasawaPublished in: J. Multivar. Anal. (2011)
Keyphrases
- markov processes
- random fields
- markov process
- markov chain
- asymptotically optimal
- stochastic processes
- continuous time bayesian networks
- optimal solution
- dynamic programming
- steady state
- continuous time markov chains
- probabilistic inference
- similarity measure
- random variables
- random walk
- maximum likelihood
- bayesian networks