Direct statistical inference for finite Markov jump processes via the matrix exponential

Chris Sherlock

Open source

DOI: 10.1007/s00180-021-01102-6
Published: 2021-04-19
Container: Computational Statistics
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s00180-021-01102-6,
  title = {Direct statistical inference for finite Markov jump processes via the matrix exponential},
  author = {Chris Sherlock},
  year = {2021},
  journal = {Computational Statistics},
  doi = {10.1007/s00180-021-01102-6},
  url = {https://doi.org/10.1007/s00180-021-01102-6}
}

RIS

TY  - JOUR
TI  - Direct statistical inference for finite Markov jump processes via the matrix exponential
AU  - Chris Sherlock
PY  - 2021
JO  - Computational Statistics
DO  - 10.1007/s00180-021-01102-6
UR  - https://doi.org/10.1007/s00180-021-01102-6
ER  -

APA

Sherlock, C. (2021). Direct statistical inference for finite Markov jump processes via the matrix exponential. Computational Statistics. https://doi.org/10.1007/s00180-021-01102-6

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crossref · retrieved 2026-11-10T11:09:04.525Z