A random parameter AACD model and its geometric ergodicity

DOI10.3969/J.ISSN.1001-4268.2014.06.001MaRDI QIDQ5260206zbMATH OpenFDO

Authors Junhong Miao, Jun Shen

Publication date 29 June 2015

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2014.06.001

zbMATH Keywords

AACD modelgeometric ergodicityMarkov chain

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35)

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(1)

• A note on some probabilistic properties of AACD models

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