scientific article; zbMATH DE number 1779501

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Publication:4542765

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zbMath1014.60070MaRDI QIDQ4542765

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Publication date: 12 August 2002

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zbMATH Keywords

irreducibility nonlinear time series geometric ergodicity stationary measures Foster-Lyapunov criteria

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Drift conditions and invariant measures for Markov chains. ⋮ Power periodic threshold GARCH model: Structure and estimation ⋮ Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model ⋮ A new approach to the existence of invariant measures for Markovian semigroups

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