Ergodicity of a certain class of Non Feller Models: Applications toARCHand Markov switching models

DOI10.1051/PS:2004003zbMath1154.60340OpenAlexW2110831298MaRDI QIDQ4671809

Jean-Gabriel Attali

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__76_0

zbMATH Keywords

rate of convergenceinvariant measureMarkov chainARCH modelsMarkov switchinggeometric ergodicityErgodicFellerQuasi-Feller

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Markov chains and stochastic stability
• Stochastic algorithms
• Some Conditions for Ergodicity and Recurrence of Markov Chains
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