Description
Summary: | Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes.
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Physical Description: | 1 online resource (xiii, 224 pages) : illustrations |
Bibliography: | Includes bibliographical references (pages 211-220) and index. |
ISBN: | 9780387731735 0387731733 0387731717 9780387731711 |
Language: | English. |
Source of Description, Etc. Note: | Print version record. |