Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process

Author: Chiquet Julien   Limnios Nikolaos  

Publisher: Springer Publishing Company

ISSN: 1387-5841

Source: Methodology And Computing In Applied Probability, Vol.8, Iss.4, 2006-12, pp. : 431-447

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Abstract