Joint coverage probability in a simulation study on Continuous-Time Markov Chain parameter estimation.


Parameter dependency within data sets in simulation studies is common, especially in models such as Continuous-Time Markov Chains (CTMC). Additionally, the literature lacks a comprehensive examination of estimation performance for the likelihood-based general multi-state CTMC. Among studies attempting to assess the estimation, none have accounted for… (More)
DOI: 10.1080/02664763.2015.1043865


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