On multiple Markov chains

The aim of this paper is to examine multiple Markov dependence for the discrete as well as for the continuous parameter case. In both cases the Markov property with arbitrary parameter values is investigated and it is shown that it leads to the degeneration of the multiple Markov dependence to the simple one.

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Year of publication:	1977
Authors:	Henze, Ernst ; Massé, Jean-Claude ; Theodorescu, Radu
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 7.1977, 4, p. 589-593
Publisher:	Elsevier
Subject:	Multiple Markov chains

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153056