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

DOI10.1239/JAP/1197908823MaRDI QIDQ5448751zbMATH OpenOpenAlexFDO

Authors 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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(3)

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

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