ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING (Q4464084)
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scientific article; zbMATH DE number 2067181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING |
scientific article; zbMATH DE number 2067181 |
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ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING (English)
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27 May 2004
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ARCH type model
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Markov switching
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irreducibility
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geometric ergodicity
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moments
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