A note on ergodicity for CIR model with Markov switching

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Communications in Statistics - Simulation and Computation 2019 / 03

A note on ergodicity for CIR model with Markov switching

Tong, Jinying, Meng, Qingting, Zhang, Zhenzhong, Lu, Yunfang
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Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2019.1584300
Date:
March, 2019
File:
PDF, 1.25 MB
english, 2019
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