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On a construction of Markov models in continuous time

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Publication:2003043
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zbMath1416.60074MaRDI QIDQ2003043

Ramsés H. Mena, Stephen G. Walker

Publication date: 12 July 2019

Published in: Metron (Search for Journal in Brave)


zbMATH Keywords

Markov processGibbs samplerstationary process


Mathematics Subject Classification ID

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


Related Items (8)

Computational challenges and temporal dependence in Bayesian nonparametric models ⋮ Beta-binomial stick-breaking non-parametric prior ⋮ Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities ⋮ On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions ⋮ Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling ⋮ Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution ⋮ Duality for a class of continuous-time reversible Markov models ⋮ On a flexible construction of a negative binomial model




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