On the Estimation of First-Passage Time Densities for a Class of Gauss-Markov Processes.

Amelia G. Nobile Enrica Pirozzi Luigi M. Ricciardi

Published in: EUROCAST (2007)

Keyphrases

markov processes
markov process
markov chain
stochastic processes
stochastic process
non stationary
random fields
probability density
continuous time markov chains
probability distribution
higher order
parameter estimation
continuous time bayesian networks
graph cuts
density estimation