Gibbs and autoregressive Markov processes
DOI10.1016/J.SPL.2007.02.015zbMATH Open1135.62072OpenAlexW2078925657MaRDI QIDQ2467382FDOQ2467382
Authors: Luis E. Nieto-Barajas, Stephen G. Walker 
Publication date: 21 January 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.02.015
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Discrete-time Markov processes on general state spaces (60J05)
Cites Work
- A Bayesian analysis of some nonparametric problems
- Convergence of stochastic processes
- Nonparametric Bayes estimators based on beta processes in models for life history data
- Bayesian nonparametrics
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- A Bayesian nonparametric approach to reliability
- Markov Beta and Gamma Processes for Modelling Hazard Rates
- Title not available (Why is that?)
Cited In (8)
- Some gamma processes based on the dirichlet-gamma transformation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Characterizations, stochastic equations, and the Gibbs sampler
- Markov Processes in Survival Analysis
- Title not available (Why is that?)
- The Gibbs principle for Markov jump processes
- Extended constructions of stationary autoregressive processes
Uses Software
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