ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
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Publication:3632419
DOI10.1017/S0266466608080511zbMath1284.62566OpenAlexW2162162292MaRDI QIDQ3632419
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080511
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