A representation result for finite Markov chains
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Publication:449931
DOI10.1016/S0167-7152(98)00005-4zbMATH Open1246.60067MaRDI QIDQ449931FDOQ449931
Authors: Peter Spreij 
Publication date: 2 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Recommendations
Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Martingales with continuous parameter (60G44) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
- A survey of product-integration with a view toward application in survival analysis
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- Calcul stochastique et problèmes de martingales
- Almost sure parameter estimation and convergence rates for hidden Markov models
- Self-exciting counting process systems with finite state space
Cited In (10)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Markov property of a finite hidden Markov chain
- A Simple Proof of the Fundamental Theorem of Finite Markov Chains
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS
- Representation transformations for finding Markovian representations
- Representation of denumerable Markov chains with multiple states by weighted circuits
- A semi-martingale representation for a semi-Markov chain with application to finance
- A general theory of finite state backward stochastic difference equations
- Chaotic representation for finite markov chains
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