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

dc.contributor.authorCarpio, Kristine
dc.contributor.authorDaley, Daryl
dc.date.accessioned2015-12-08T22:29:50Z
dc.date.issued2007
dc.date.updated2015-12-08T09:24:38Z
dc.description.abstractWhen {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},
dc.identifier.issn0021-9002
dc.identifier.urihttp://hdl.handle.net/1885/34242
dc.publisherApplied Probability Trust
dc.sourceJournal of Applied Probability
dc.subjectKeywords: Functional; Hurst index; Long-range dependence; Markov chain; Moment index
dc.titleLong-range dependence of Markov chains in discrete time on countable state space
dc.typeJournal article
local.bibliographicCitation.lastpage1055
local.bibliographicCitation.startpage1047
local.contributor.affiliationCarpio, Kristine, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationDaley, Daryl, College of Physical and Mathematical Sciences, ANU
local.contributor.authoremailu7000591@anu.edu.au
local.contributor.authoruidCarpio, Kristine, u3922756
local.contributor.authoruidDaley, Daryl, u7000591
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010404 - Probability Theory
local.identifier.ariespublicationu3169606xPUB111
local.identifier.citationvolume44
local.identifier.doi10.1239/jap/1197908823
local.identifier.scopusID2-s2.0-38949155490
local.identifier.uidSubmittedByu3169606
local.type.statusPublished Version

Downloads

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
01_Carpio_Long-range_dependence_of_2007.pdf
Size:
101.1 KB
Format:
Adobe Portable Document Format
Back to topicon-arrow-up-solid
 
APRU
IARU
 
edX
Group of Eight Member

Acknowledgement of Country

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.


Contact ANUCopyrightDisclaimerPrivacyFreedom of Information

+61 2 6125 5111 The Australian National University, Canberra

TEQSA Provider ID: PRV12002 (Australian University) CRICOS Provider Code: 00120C ABN: 52 234 063 906