Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models (Q4671809)

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scientific article; zbMATH DE number 2161876
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Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models
scientific article; zbMATH DE number 2161876

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    Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models (English)
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    26 April 2005
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    Ergodic
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    Markov chain
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    Feller
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    Quasi-Feller
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    invariant measure
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    geometric ergodicity
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    rate of convergence
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    ARCH models
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    Markov switching
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