ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING (Q4464084)

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scientific article; zbMATH DE number 2067181
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    ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING
    scientific article; zbMATH DE number 2067181

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      ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING (English)
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      27 May 2004
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      ARCH type model
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      Markov switching
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      irreducibility
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      geometric ergodicity
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      moments
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