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

Carpio, Kristine; Daley, Daryl

Description

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
URI: http://hdl.handle.net/1885/34242
Source: Journal of Applied Probability
DOI: 10.1239/jap/1197908823

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