Waiting time distributions of runs in higher order Markov chains

Anish Sarkar (), Kanwar Sen () and Anuradha

Annals of the Institute of Statistical Mathematics, 2004, vol. 56, issue 2, 317-349

Keywords: m-th order Markov chain; generating function; scans; Poisson distribution; central limit theorem; law of the iterated logarithm; α-mixing; strong Markov property (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/BF02530548

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