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Minimality and reducibility of conditionally poisson systems with finite state space

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  • Spreij, P.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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  • Spreij, P., 1989. "Minimality and reducibility of conditionally poisson systems with finite state space," Serie Research Memoranda 0071, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1989-71
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19890071.pdf
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    References listed on IDEAS

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    1. Spreij, Peter, 1990. "Self-exciting counting process systems with finite state space," Stochastic Processes and their Applications, Elsevier, vol. 34(2), pages 275-295, April.
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