Non-markovian processes: estimation

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denim: an R package for deterministic compartmental models with flexible dwell time distributions

Ong TP, Phan ATQ, Ha LM, Choisy M.
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Finite Lag Estimation of Non-Markovian Processes

Journal of Financial Econometrics
Abstract We consider the quasi-maximum likelihood estimator (qmle) obtained by replacing each transition density in the correct likelihood for a non-Markovian, stationary process by a transition density with a fixed number of lags. This estimator is of interest because it is asymptotically equivalent to the efficient method of moments ...
A Ronald Gallant, Halbert L White
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Non-fragile asynchronous state estimation for Markovian switching CVNs with partly accessible mode detection: The discrete-time case

Applied Mathematics and Computation, 2022
Jinling Liang
exaly

Reachable Set Estimation of Delayed Markovian Jump Neural Networks Based on an Improved Reciprocally Convex Inequality

IEEE Transactions on Neural Networks and Learning Systems, 2022
Guoqiang Tan, Zhanshan Wang
exaly

Non-Markovian temperature sensing

Physical Review Research, 2021
Ze-Zhou Zhang
exaly

Machine Learning Non-Markovian Quantum Dynamics

Physical Review Letters, 2020
S V Vintskevich, Sergey N Filippov
exaly

Non-fragile state estimation for discrete Markovian jumping neural networks

Neurocomputing, 2016
Nan Hou, Hongli Dong, Zidong Wang
exaly

Dissipative non-fragile state estimation for Markovian complex networks with coupling transmission delays

Neurocomputing, 2018
Renquan Lu, Yong Xu
exaly