On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions

DOI10.1007/978-3-030-31551-1_10zbMath1436.62060OpenAlexW2987317542MaRDI QIDQ3296436

Luz Judith R. Esparza

Publication date: 7 July 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-31551-1_10

zbMATH Keywords

Markov processbilateral matrix

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Stationary stochastic processes (60G10)

Cites Work

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• On the stationary version of the generalized hyperbolic ARCH model
• On a construction of Markov models in continuous time
• Bilateral Matrix-Exponential Distributions
• Quasi-Birth-and-Death Processes with Rational Arrival Process Components
• Multivariate Matrix-Exponential Distributions
• A New Class of Multivariate Phase Type Distributions
• Constructing First Order Stationary Autoregressive Models via Latent Processes
• Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
• Bilateral Phase Type Distributions

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