Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
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Publication:4859495
DOI10.2307/2171800zbMath0834.60083OpenAlexW3122681729MaRDI QIDQ4859495
Lars Peter Hansen, José Alexandre Scheinkman
Publication date: 7 January 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0141.pdf
infinitesimal generatorreversibilitycontinuous-time Markov processesnonparametric identificationstationary Markov processes
Markov processes: estimation; hidden Markov models (62M05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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