Poisson-driven stationary Markov models. Anzarut, M., Mena, R. H, Nava, C. R, & Prünster, I. Journal of Business & Economic Statistics, 36(4):684–694, Taylor & Francis, 2018.
bibtex   
@article{anzarut2018poisson,
  title={Poisson-driven stationary Markov models},
  author={Anzarut, Michelle and Mena, Rams{\'e}s H and Nava, Consuelo R and Pr{\"u}nster, Igor},
  journal={Journal of Business \& Economic Statistics},
  volume={36},
  number={4},
  pages={684--694},
  year={2018},
  publisher={Taylor \& Francis}
}

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