On multiple Markov chains

Ernst Henze, Jean-Claude Massé and Radu Theodorescu

Journal of Multivariate Analysis, 1977, vol. 7, issue 4, 589-593

Abstract: 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.

Keywords: Multiple; Markov; chains (search for similar items in EconPapers)
Date: 1977
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