Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715)
From MaRDI portal
scientific article; zbMATH DE number 7554009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric ergodicity of the multivariate COGARCH(1,1) process |
scientific article; zbMATH DE number 7554009 |
Statements
Geometric ergodicity of the multivariate COGARCH(1,1) process (English)
0 references
7 July 2022
0 references
Feller process
0 references
Foster-Lyapunov drift condition
0 references
Harris recurrence
0 references
irreducibility
0 references
Lévy process
0 references
MUCOGARCH
0 references
multivariate stochastic volatility model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
