A characterization for mixtures of semi-Markov processes

I. Epifani, S. Fortini and L. Ladelli

Statistics & Probability Letters, 2002, vol. 60, issue 4, 445-457

Abstract: Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws.

Keywords: Holding; times; Markov; chains; Markov; exchangeability; Partial; exchangeability; Semi-Markov; processes; Successor; state (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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