Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10010337864
Persistent link: https://www.econbiz.de/10013367927
This paper studies a novel idea for constructing continuous-time stationary Markov models. The approach undertaken is based on a latent representation of the corresponding transition probabilities that conveys to appealing ways to study and simulate the dynamics of the constructed processes....
Persistent link: https://www.econbiz.de/10013152996