Stability of block-triangular stationary random matrices (Q932116)
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scientific article; zbMATH DE number 5299326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of block-triangular stationary random matrices |
scientific article; zbMATH DE number 5299326 |
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Stability of block-triangular stationary random matrices (English)
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10 July 2008
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random coefficient linear stochastic systems
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identification
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Lyapunov exponents
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random matrix products
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GARCH processes
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0.8946473
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0.88455933
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0.8798742
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