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4 - Markov Sequences

Published online by Cambridge University Press:  20 March 2025

Luis E. Nieto-Barajas
Luis E. Nieto-Barajas
Affiliation:
Instituto Tecnológico Autónomo de México (ITAM)
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Summary

In this chapter we describe a general procedure to construct Markov sequences with invariant distributions. The procedure can be used with conjugate and non-conjugate models and with parametric and nonparametric distributions. We derive several examples in detail and finish with some applications in survival analysis.

Keywords

Markov process via latent variablesinvariate distribution in a Markov processconjugate and non-conjugate examplessemi-conjugate familiesautocorrelation functionpartial autocorrelationsimulated pathssurvival analysis applications
Type
Chapter
Information
Dependence Models via Hierarchical Structures , pp. 51 - 69
Publisher: Cambridge University Press
Print publication year: 2025

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  • Markov Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.005
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  • Markov Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.005
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Markov Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.005
Available formats
×