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Stationarity and ergodicity of vector STAR models - MaRDI portal

Stationarity and ergodicity of vector STAR models (Q5861004)

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scientific article; zbMATH DE number 7484529
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English
Stationarity and ergodicity of vector STAR models
scientific article; zbMATH DE number 7484529

    Statements

    title
    Stationarity and ergodicity of vector STAR models (English)
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    author
    Igor L. Kheifets
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    Pentti Saikkonen
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    publication date
    4 March 2022
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    zbMATH Keywords
    vector STAR model
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    Markov chains
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    joint spectral radius
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    stationarity
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    mixing
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    Identifiers

    zbMATH DE Number
    7484529
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    OpenAlex ID
    W3101760369
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    arXiv ID
    1805.11311
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    Wikidata QID
    Q127353774
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