On the Markov-switching autoregressive stochastic volatility processes (Q6642745)
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scientific article; zbMATH DE number 7948865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Markov-switching autoregressive stochastic volatility processes |
scientific article; zbMATH DE number 7948865 |
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On the Markov-switching autoregressive stochastic volatility processes (English)
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25 November 2024
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stochastic volatility
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Markov-switching autoregression
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strictly (second-order) stationarity
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QMLE
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geometric ergodicity
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