Statistical inference for discretely observed Markov jump processes

By Mogens Bladt, Michael SØrensen. 2005

185 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ed8c729ee1cb213e9115ffe68e98983f33a8c715

How researchers see this paper

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In Statistics and Probability

1. Christian Pigorsch
2. Eric Vanden-Eijnden
3. Christof Schutte
4. Philipp Metzner
5. Robert Stelzer
6. Ole E. Barndorff-Nielsen
7. Frank No'e

Citations in the corpus

• A multivariate Ornstein-Uhlenbeck type stochastic volatility model (2009, methodology): “The last lemma is comparable to the identifiability restrictions of Kessler and Rahbek (2004) and Bladt and Sørensen (2005).”
• Transition Path Theory for Markov Jump Processes (2009, methodology): “This is done using an efficient generalization of the method recently presented in [6], for details see [22].”