A new theorem on the existence of invariant distributions with applications to ARCH processes (Q4408540)
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scientific article; zbMATH DE number 1941399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new theorem on the existence of invariant distributions with applications to ARCH processes |
scientific article; zbMATH DE number 1941399 |
Statements
A new theorem on the existence of invariant distributions with applications to ARCH processes (English)
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7 December 2003
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Markov chain
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invariant distribution
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integrated ARCH process
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nonlinear time series
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