Stationarity and ergodicity of vector STAR models (Q5861004)
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scientific article; zbMATH DE number 7484529
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| English | Stationarity and ergodicity of vector STAR models |
scientific article; zbMATH DE number 7484529 |
Statements
Stationarity and ergodicity of vector STAR models (English)
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4 March 2022
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vector STAR model
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Markov chains
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joint spectral radius
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stationarity
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mixing
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0.8632486
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0.8603578
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0.8462668
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0.83985865
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0.83225596
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0.8321495
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0.8274371
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0.8257761
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0.82540953
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