This is a preview. Log in through your library . Abstract We consider a Markov additive process (MAP) with phase-type jumps, starting at 0. Given a positive level u, we determine the joint ...
We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Stat. Methodol. 16 (2014) 100–116), a methodology that is designed to update all the parameters ...