We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 68, No. 2 (2006), pp. 155-178 (24 pages) For a class of latent Markov models for discrete variables having a ...
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