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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| English | Ergodicity of a certain class of Non Feller Models: Applications to<i>ARCH</i>and Markov switching models |
scientific article; zbMATH DE number 2161876 |
Statements
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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0.8130480647087097
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0.8060569167137146
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0.7924119830131531
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0.7851936221122742
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0.770505428314209
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