A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series

DOI10.1081/STM-120020388zbMath1022.60075OpenAlexW1975303816MaRDI QIDQ4806056

Rong Zhu, Joe, Harry

Publication date: 4 May 2003

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120020388

zbMATH Keywords

stationary distributionscontinuous-time Markov processescount time series dataextended thinning operators

Mathematics Subject Classification ID

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

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