Skip navigation
Skip navigation

Long-range dependence of Markov chains in discrete time on countable state space

Carpio, Kristine; Daley, Daryl


When {Xn} is an irreducible, stationary, aperiodic Markov chain on the countable state space χ = {i, j, ...}, the study of long-range dependence of any square integrable functional {Yn} := {yX n} of the chain, for any real-valued function {yi : i ε χ},

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: Journal of Applied Probability
DOI: 10.1239/jap/1197908823


File Description SizeFormat Image
01_Carpio_Long-range_dependence_of_2007.pdf101.1 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator