ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING

DOI10.4134/JKMS.2004.41.2.309zbMath0963.31002OpenAlexW37795500MaRDI QIDQ4493460

Jaesung Lee

Publication date: 30 May 2001

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/jkms.2004.41.2.309

zbMATH Keywords

invariant measureBerezin transforminvariant LaplacianBerezin operator

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Harmonic, subharmonic, superharmonic functions on other spaces (31C05)

Related Items (1)

Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach

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