Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (Q1634887)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching |
scientific article |
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Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (English)
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18 December 2018
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CIR model
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symmetric \(\alpha\)-stable process
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Markov switching
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stationary distribution
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transience
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