A characterization for mixtures of semi-Markov processes
β Scribed by I. Epifani; S. Fortini; L. Ladelli
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 183 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0167-7152
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β¦ Synopsis
Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws.
π SIMILAR VOLUMES
Finite mixtures of Markov processes with densities belonging to exponential families are introduced. Quasilikelihood and maximum likelihood methods are used to estimate the parameters of the mixing distributions and of the component distributions. The E-M algorithm is used to compute the ML estimate