Estimation for General Birth-Death Processes
Crawford FW, Minin VN, Suchard MA. Estimation for General Birth-Death Processes. Journal Of The American Statistical Association 2014, 109: 730-747. PMID: 25328261, PMCID: PMC4196218, DOI: 10.1080/01621459.2013.866565.Peer-Reviewed Original ResearchBirth-death processGeneral birth–death processesConditional expectationE-stepEM algorithmLinear birth-death processContinuous-time Markov chainTransition probabilitiesClosed-form solutionLinear modelMaximum likelihood estimatesMaximum likelihood estimationTime-consuming simulationsStatistical inferenceCostly simulationsData augmentation procedureMarkov chainDiscrete timeEfficient computationLikelihood estimatesNumber of particlesFraction representationLaplace transformLikelihood estimationAlgorithm convergence