Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models

Author: Attali Jean-Gabriel  

Publisher: Edp Sciences

E-ISSN: 1262-3318|8|issue|76-86

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.8, Iss.issue, 2010-03, pp. : 76-86

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract