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most citedFirst Steps Towards an Imprecise Poisson Process

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stat.ML2018

An Imprecise Probabilistic Estimator for the Transition Rate Matrix of a Continuous-Time Markov Chain

Thomas Krak, Alexander Erreygers, Jasper De Bock

We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in a…