转移强度和转移概率的非参数估计:两状态马尔可夫过程的案例研究

Nonparametric Estimation of Transition Intensities and Transition Probabilities: A Case Study of a Two-State Markov Process

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1989
被引 44
ABS 3
计量经济学非参数统计马尔可夫过程应用数学