Long-Range Dependence of Markov Chains in Discrete Time on Countable State Space

DOI10.1239/JAP/1197908823zbMATH Open1139.60036OpenAlexW2046626702MaRDI QIDQ5448751FDOQ5448751

Kristine Joy E. Carpio, D. J. Daley

Publication date: 7 March 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1197908823

zbMATH Keywords

Markov chainlong-range dependenceHurst indexmoment indexfunctional.

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

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• Long-range dependence of positive Harris Chains
• Hurst index of functions of long-range-dependent Markov chains
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