Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model (Q1934845)
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scientific article; zbMATH DE number 6132470
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| English | Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model |
scientific article; zbMATH DE number 6132470 |
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Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model (English)
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29 January 2013
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multivariate conditional autoregressive range model
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stationarity
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