Martingale generating functions for Markov chains

DOI10.1016/S0378-3758(01)00196-3zbMath0994.60049MaRDI QIDQ1600710

R. Smith

Publication date: 16 June 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

generating functionsmartingalesimple epidemic modelconflict modelcontinuous time birth-and-death process

Mathematics Subject Classification ID

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

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• An application of a martingale central limit theorem to the standard epidemic model
• An inference procedure for conflict models
• Applications of martingale theory to some epidemic models, II
• Applications of martingale theory to some epidemic models
• Technical Note—An Application of Martingale Methods to Conflict Models
• A bivariate counting process

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