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Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility - MaRDI portal

Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility (Q1807165)

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scientific article; zbMATH DE number 1359611
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English
Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
scientific article; zbMATH DE number 1359611

    Statements

    Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility (English)
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    9 November 1999
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    bilinear model
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    exponential family
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    improper prior
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    null recurrence
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    stochastic difference equation
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    transience
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    branching process with immigration
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