Stationarity and ergodicity of vector STAR models (Q5861004)
From MaRDI portal
scientific article; zbMATH DE number 7484529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity and ergodicity of vector STAR models |
scientific article; zbMATH DE number 7484529 |
Statements
Stationarity and ergodicity of vector STAR models (English)
0 references
4 March 2022
0 references
vector STAR model
0 references
Markov chains
0 references
joint spectral radius
0 references
stationarity
0 references
mixing
0 references
