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Book Chapter

Markov chains

Springer Nature, (2020), 373-423
DOI: 10.1007/978-1-0716-0737-4_14
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Abstract

Many time series models are either Markov chains or functions of a Markov chain. We will use the powerful theory of irreducible Markov chains to check the conditions needed to apply the results of Part II. We start with some well-known definitions and elementary properties in order to fix the notation.

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APA

Kulik, R., & Soulier, P. (2020). Markov chains. In Springer Series in Operations Research and Financial Engineering (pp. 373–423). Springer Nature. https://doi.org/10.1007/978-1-0716-0737-4_14

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