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

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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

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