54 citations · 81 across the 13 of their papers we have counts for
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math.PR2011★ 26 cited
On Functional CLT for Reversible Markov Chains with nonlinear growth of the Variance
Martial Longla, Costel Peligrad, Magda Peligrad
In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the varian…
math.PR2011★ 54 cited
Some Aspects of Modeling Dependence in Copula-based Markov chains
Martial Longla, Magda Peligrad
Dependence coefficients have been widely studied for Markov processes defined by a set of transition probabilities and an initial distribution. This work clarifies some aspects of…