Markov processes with identical bridges.
Fitzsimmons, P.J. (1998)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Quantitative bounds for convergence rates of continuous time Markov processes.”
Markov processes with identical bridges.
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Note on pasting of two Markov processes
Masao Nagasawa (1976)
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A probabilistic approach to non-linear Dirichlet problem
Masao Nagasawa (1976)
Séminaire de probabilités de Strasbourg
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Electronic Communications in Probability [electronic only]
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Stationary Markov sets
Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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A reversibility problem for Fleming-Viot processes.
Li, Zenghu, Shiga, Tokuzo, Yao, Lihua (1999)
Electronic Communications in Probability [electronic only]
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Support of a Marcus equation in dimension 1.
Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
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Semi-Markov processes for reliability studies
Christiane Cocozza-Thivent, Michel Roussignol (1997)
ESAIM: Probability and Statistics
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Examples of convergence and non-convergence of Markov chains conditioned not to die.
Jacka, Saul, Warren, John (2002)
Electronic Journal of Probability [electronic only]
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Autocovariance structure of powers of switching-regime ARMA processes
Christian Francq, Jean-Michel Zakoïan (2002)
ESAIM: Probability and Statistics
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In Francq and Zakoïan [4], we derived stationarity conditions for ARMA models subject to Markov switching. In this paper, we show that, under appropriate moment conditions, the powers of the stationary solutions admit weak ARMA representations, which we are able to characterize in terms of , the coefficients of the model in each regime, and the transition probabilities of the Markov chain. These representations are potentially useful for statistical applications.