On non-time-homogeneity

Hermann Thorisson
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Hermann Thorisson: Chalmers University of Technology and the University of Göteborg, Department of Mathematics

A chapter in Semi-Markov Models, 1986, pp 351-368 from Springer

Abstract: Abstract The assumption of time-homogeneity is implicit in many stochastic models. This is considered necessary for some calculations and limit results. However, in many applications the time-homogeneity condition is far from realistic. Here we propose two ways of attacking the problem of non-time-homogeneity.

Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4899-0574-1_19

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DOI: 10.1007/978-1-4899-0574-1_19

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