A solution to the reversible embedding problem for finite Markov chains
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DOI: 10.1016/j.spl.2016.04.020
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- Frydman, Halina, 1983. "On a number of poisson matrices in Bang-Bang representations for 3 - 3 embeddable matrices," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 464-472, September.
- Mogens Bladt & Michael Sørensen, 2005. "Statistical inference for discretely observed Markov jump processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(3), pages 395-410, June.
- Robert B. Israel & Jeffrey S. Rosenthal & Jason Z. Wei, 2001. "Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings," Mathematical Finance, Wiley Blackwell, vol. 11(2), pages 245-265, April.
- Klara L Verbyla & Von Bing Yap & Anuj Pahwa & Yunli Shao & Gavin A Huttley, 2013. "The Embedding Problem for Markov Models of Nucleotide Substitution," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-12, July.
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- Manuel L. Esquível & Nadezhda P. Krasii & Gracinda R. Guerreiro, 2021. "Open Markov Type Population Models: From Discrete to Continuous Time," Mathematics, MDPI, vol. 9(13), pages 1-29, June.
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Keywords
Embedding problem; Stochastic matrix; Generator estimation; Detailed balance;All these keywords.
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