A marginal contribution coefficient for sequences of nonstationary continuous Markov chains

DOI10.1002/ASMB.2262zbMath1414.62359OpenAlexW2741067317MaRDI QIDQ4620223

Eduardo M. A. M. Mendes, Sílvio Alves de Souza, Denise Duarte

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2262

zbMATH Keywords

linear programmingtransition density functionsequences of Markov chains with continuous state space

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05) Inventory, storage, reservoirs (90B05) Transition functions, generators and resolvents (60J35)

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