Carpio, K. J. E.; Daley, D. J. Long-range dependence of Markov chains in discrete time on countable state space. (English) Zbl 1139.60036 J. Appl. Probab. 44, No. 4, 1047-1055 (2007). Let \((X_n)\) be an irreducible, stationary, apriodic Markov chain on the countable state space \({\mathcal X}\). The authors study the long-range dependence of a square integrable functional \(Y_n=y_{X_n}\) of the chain, for a real-valued function \((y_i, i\in{\mathcal X})\). Reviewer: Gheorghe Oprişan (Bucureşti) Cited in 1 Document MSC: 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 60F99 Limit theorems in probability theory Keywords:Markov chain; long-range dependence; Hurst index; moment index; functional. PDFBibTeX XMLCite \textit{K. J. E. Carpio} and \textit{D. J. Daley}, J. Appl. Probab. 44, No. 4, 1047--1055 (2007; Zbl 1139.60036) Full Text: DOI Euclid