Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291)
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scientific article; zbMATH DE number 7569201
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| English | Stationarity and ergodicity of Markov switching positive conditional mean models |
scientific article; zbMATH DE number 7569201 |
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Stationarity and ergodicity of Markov switching positive conditional mean models (English)
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8 August 2022
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autoregressive conditional duration
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count time series models
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finite mixture models
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ergodicity
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integer-valued GARCH
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Markov mixture models
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