Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models (Q4671809)
From MaRDI portal
scientific article; zbMATH DE number 2161876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models |
scientific article; zbMATH DE number 2161876 |
Statements
Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models (English)
0 references
26 April 2005
0 references
Ergodic
0 references
Markov chain
0 references
Feller
0 references
Quasi-Feller
0 references
invariant measure
0 references
geometric ergodicity
0 references
rate of convergence
0 references
ARCH models
0 references
Markov switching
0 references
