Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (Q2506481): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.crma.2006.06.027 / rank | |||
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| Property / OpenAlex ID: W1979839889 / rank | |||
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Q3999128 / rank | |||
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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| 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) / rank | |||
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Latest revision as of 21:05, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models |
scientific article |
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Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (English)
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28 September 2006
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