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Nonparametric estimation of partially observed stochastic multicompartmental systems

 

作者: Paul Yip,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1987）
卷期: Volume 5, issue 3  

页码: 353-363

 

ISSN:0736-2994

 

年代: 1987

 

DOI:10.1080/07362998708809122

 

出版商: Marcel Dekker, Inc.

 

关键词: Counting Process;Hazard Rate;Stochastic Integral;Unobservable Transitions;Zero Mean Martingale

 

数据来源: Taylor

 

摘要:

Methods of nonparametric inference are proposed for an irreversiblek-compartmental system. It is assumed that the time of transitions between the transient states is unobservable. Explicit expression for the estimator of the transition rate is provided. Asymptotic result is given. A comparsion is made with the maximum likelihood estimator which relies on observing the process continuously.

 

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