Exact Inference for Continuous Time Markov Chain Models

• 1 August 1986
• journal article
• Published by Oxford University Press (OUP) in The Review of Economic Studies
• Vol. 53  (4) , 653
• https://doi.org/10.2307/2297610

Abstract

Keywords

• MARKOV CHAIN
• EXACT INFERENCE
• TIME MARKOV
• CONTINUOUS TIME
• CHAIN MODELS
• INFERENCE FOR CONTINUOUS