39 citations · 51 across the 4 of their papers we have counts for
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math.ST2015
Generalized Post-Widder inversion formula with application to statistics
Denis Belomestny, Hilmar Mai, John Schoenmakers
In this work we derive an inversion formula for the Laplace transform of a density observed on a curve in the complex domain, which generalizes the well known Post-Widder formula.…
math.ST2015★ 1 cited
Forward-reverse EM algorithm for Markov chains: convergence and numerical analysis
Christian Bayer, Hilmar Mai, John Schoenmakers
We develop a forward-reverse EM (FREM) algorithm for estimating parameters that determine the dynamics of a discrete time Markov chain evolving through a certain measurable state s…