| 释义 |
Markovian Dependence Markovian DependenceThe condition where observations in a time series are dependent on previous observations in the near term. Markovian dependence dies quickly, while long-memory effects like Hurst dependence, decay over very long time periods.Markovian DependenceA situation where the observation of one data point in a time series is dependent on other observations in the same time series. See also: Markov property. |