On mixtures of distributions of Markov chains.

DOI10.1016/S0304-4149(02)00093-5zbMath1060.60071MaRDI QIDQ1766029

Eugenio Regazzini, Sandra Fortini, Giovanni Petris, Lucia Ladelli

Publication date: 25 February 2005

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

zbMATH Keywords

Freedman (Markov) exchangeabilitymatrix of successor statesmixtures of laws of Markov chainspartial exchangeability in de Finetti's sense

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Discrete-time Markov processes on general state spaces (60J05) Foundations of stochastic processes (60G05)

Related Items (14)

Countable partially exchangeable mixtures ⋮ Statistical modeling for discrete patterns in a sequence of exchangeable trials ⋮ A class of models for multiple binary sequences under the hypothesis of Markov exchangeability ⋮ Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law ⋮ Unnamed Item ⋮ Predictive construction of priors in Bayesian nonparametrics ⋮ Hierarchical reinforced urn processes ⋮ Reinforced urn processes for credit risk models ⋮ Robust identification of highly persistent interest rate regimes ⋮ Distributions of simple patterns in some kinds of exchangeable sequences ⋮ On mixtures of distributions of Markov chains. ⋮ Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models ⋮ Bayesian analysis for reversible Markov chains ⋮ A characterization for mixtures of semi-Markov processes.

Cites Work

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• Urn models for Markov exchangeability
• A finite form of de Finetti's theorem for stationary Markov exchangeability
• De Finetti's theorem for Markov chains
• Characterizing Markov exchangeable sequences
• On mixtures of distributions of Markov chains.
• General Irreducible Markov Chains and Non-Negative Operators
• Mixtures of Markov Processes
• Characterizations and embedding properties in exchangeability
• Invariants Under Mixing which Generalize de Finetti's Theorem

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