Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (Q2506481): Difference between revisions

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+https://doi.org/10.1016/j.crma.2006.06.027
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+W1979839889
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Q3999128
@@ Property / cites work: Q3999128 / rank @@
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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@@ Property / cites work @@
+Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
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@@ links / mardi / name / links / mardi / name @@
+Publication:2506481