A limitation of Markov representation for stationary processes

DOI10.1016/0304-4149(84)90159-5zbMath0545.60041OpenAlexW2114057640MaRDI QIDQ797215

H. C. P. Berbee, Richard C. jun. Bradley

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/1854

zbMATH Keywords

strictly stationary processstrong mixing properties

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Chains with infinite connections: Uniqueness and Markov representation, On large deviations for uniformly strong mixing sequences, An addendum to ``A limitation of Markov representation for stationary processes, Divergent Perpetuities Modulated by Regime Switches, Equivalent mixing conditions for Markov chains

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