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

When {Xn} is an irreducible, stationary, aperiodic Markov chain on the countable state space X = {i, j,…}, the study of long-range dependence of any square integrable functional {Yn} := {yXn} of the chain, for any real-valued function {yi: i ∈ X}, involves in an essential manner the functions Qijn =...

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Main Authors: Carpio, Kristine Joy E., Daley, D. J.
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出版: Animo Repository 2007
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在線閱讀:https://animorepository.dlsu.edu.ph/faculty_research/13442
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機構: De La Salle University

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