Markov processes and exponential families

DOI10.1016/0304-4149(92)90121-6zbMath0765.60074OpenAlexW2068823030MaRDI QIDQ1198594

Bernard Ycart

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90121-6

zbMATH Keywords

Markov processesstability propertyexponential one-parameter family of distributionsstable Markov generator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (1)

On exponential families of Markov processes

Cites Work

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• Large deviations for boundary crossing probabilities
• Markov processes and exponential families on a finite set
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Large Sample Inference for Markovian Exponential Families with Application to Branching Processes with Immigration
• Functions of Markov processes
• Exponential families of markov processes -part I. general results
• Exponential families of markov processes -part II: birth- and death processes

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