Some statistical properties of the vector multiplicative error model (Q2927706)
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scientific article; zbMATH DE number 6365630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some statistical properties of the vector multiplicative error model |
scientific article; zbMATH DE number 6365630 |
Statements
4 November 2014
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nonnegative valued processes
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stationarity
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geometric ergodicity
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\(\beta\)-mixing
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Markov chain
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0.8872688
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0.8869041
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0.88166845
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0.8755988
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0.87279224
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0.8711257
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0.8696094
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Some statistical properties of the vector multiplicative error model (English)
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