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

@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
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+Q3999128
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+Normal rank
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
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+Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
+Normal rank