Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569)
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scientific article; zbMATH DE number 5883113
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| English | Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models |
scientific article; zbMATH DE number 5883113 |
Statements
Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (English)
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3 May 2011
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Feller operator
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Tweedie continuity
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irreducibility
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nonlinear autoregression
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ergodicity
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0.8712307
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0.8676685
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0.8663013
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0.8638439
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0.85931826
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0.8564858
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0.85392845
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