On the Imbedding Problem for Three-State Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues
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DOI: 10.1007/s10959-010-0316-5
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- Mogens Bladt & Michael Sørensen, 2005. "Statistical inference for discretely observed Markov jump processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(3), pages 395-410, June.
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- McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
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Keywords
Imbedding problem; Three-state time homogeneous Markov chains; Negative eigenvalues;All these keywords.
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