Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (Q2506481)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models |
scientific article |
Statements
Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (English)
0 references
28 September 2006
0 references