Time operator of Markov chains and mixing times. Applications to financial data
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Publication:1783136
DOI10.1016/j.physa.2014.07.084zbMath1395.60078OpenAlexW2041110904MaRDI QIDQ1783136
Ioannis E. Antoniou, Karl Gustafson, Ilias Gialampoukidis
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2014.07.084
Economic time series analysis (91B84) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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