Ergodicity of a certain class of Non Feller Models: Applications toARCHand Markov switching models

DOI10.1051/PS:2004003MaRDI QIDQ4671809zbMATH OpenOpenAlexFDO

Authors Jean-Gabriel Attali

Publication date 26 April 2005

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=PS_2004__8__76_0, https://eudml.org/doc/245678

zbMATH Keywords

ARCH modelsErgodicFellergeometric ergodicityinvariant measureMarkov chainMarkov switchingQuasi-Fellerrate of convergence

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 3121180 (Why is no real title available?)
• scientific article; zbMATH DE number 48067 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Markov chains and stochastic stability
• Some Conditions for Ergodicity and Recurrence of Markov Chains
• Stochastic algorithms

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