Records generated by Markov sequences

This paper establishes the Markov nature of the bivariate sequence of record epochs and record values in a Markov sequence. The properties of records from three extremal Markov sequences are explicitly obtained and an associated problem of identifiability based on record values is discussed.

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Year of publication:	1993
Authors:	Adke, S. R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 18.1993, 4, p. 257-263
Publisher:	Elsevier
Keywords:	Complete mutual non-identifiability Extremal Markov sequence Markov property of record values

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

Persistent link: https://www.econbiz.de/10005223219