Statistical analysis on Markov-modulated Poisson processes

Article English OPEN
Ramesh, N. I.;
(1995)

A class of doubly stochastic Poisson processes, which is termed a Markov-modulated Poisson process, is studied. The maximum likelihood method is used to make inferences about the Markov-modulated Poisson process. Expressions are derived for the likelihood function and f... View more
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