Long-range dependence of positive Harris Chains

MaRDI QIDQ2908598zbMATH OpenFDO

Authors Kristine Joy E. Carpio

Publication date 5 September 2012

Published in Matimyás Matematika (Search for Journal in Brave)

zbMATH Keywords

long-range dependencerenewal processesHurst indexmoment indexHarris chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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