Kremer, Alexander; Weißbach, Rafael - In: Statistics & Probability Letters 90 (2014) C, pp. 136-139
For a continuous-time Markov process, occasionally, only discrete-time observations are available. For a simple sample of homogeneous Markov jump processes with an absorbing state, observed each on a stochastic grid of time points, we establish asymptotic normality of the maximum likelihood...