Long-Range Dependence of Markov Chains in Discrete Time on Countable State Space (Q5448751)
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scientific article; zbMATH DE number 5246111
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| English | Long-Range Dependence of Markov Chains in Discrete Time on Countable State Space |
scientific article; zbMATH DE number 5246111 |
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Long-Range Dependence of Markov Chains in Discrete Time on Countable State Space (English)
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7 March 2008
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Markov chain
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long-range dependence
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Hurst index
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moment index
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functional.
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0.90788054
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0.88855386
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0.8864877
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0.8816507
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