ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF...

ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS

Meitz, Mika, Saikkonen, Pentti
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466608080511
Date:
October, 2008
File:
PDF, 245 KB
english, 2008
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