Approximations for interactive Markov chains in discrete and continuous time

DOI10.1080/0022250X.1980.9989904zbMath0475.60049MaRDI QIDQ3930405

John P. Lehoczky

Publication date: 1980

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processinteractive Markov chainsstatistical inference for Markov chainssociological models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) 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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