Markov processes and exponential families on a finite set

Bernard Ycart

Statistics & Probability Letters, 1989, vol. 8, issue 4, 371-376

Abstract: We characterize all continuous time Markov processes on a finite set such that their distribution at any instant is in an exponential family with one parameter.

Keywords: Markov; processes; exponential; families (search for similar items in EconPapers)
Date: 1989
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