\(\mathcal{G}\)-inhomogeneous Markov systems of high order

DOI10.1007/s11009-009-9143-5zbMath1195.60101MaRDI QIDQ973027

P.-C. G. Vassiliou, Theodoros Moysiadis

Publication date: 28 May 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9143-5

zbMATH Keywords

asymptotic behaviour; Markov population systems; mixture transition distribution models; non homogeneous Markov chains

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Related Items

Reliability and survival analysis for drifting Markov models: modeling and estimation, Exotic Properties of Non Homogeneous Markov and Semi-Markov Systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-negative matrices and Markov chains. 2nd ed
• ARCH modeling in finance. A review of the theory and empirical evidence
• Control aspects in proportionality Markov manpower systems
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• Parametric and non homogeneous semi-Markov process for HIV control
• Estimation in the Mixture Transition Distribution Model
• Modelling heterogeneity in a manpower system: a review
• A Semi-Markov Model in Biomedical Studies
• Statistical Inference about Markov Chains
• Modelling multi-stage processes through multivariate distributions
• Modelling heterogeneity in manpower planning: dividing the personnel system into more homogeneous subgroups
• An autoregressive model for multilag Markov chains
• Operator-geometric stationary distributions for markov chains, with application to queueing models
• The control of a finite dam
• Non-homogeneous semi-Markov systems and maintainability of the state sizes
• The rate of convergence of certain nonhomogeneous Markov chains
• The rate of convergence of the vector of variances and covariances in non-homogeneous Markov systems
• The evolution of the theory of non-homogeneous Markov systems
• Estimation for incomplete manpower data
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• An inhomogeneous semi-Markov model for the term structure of credit risk spreads