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Title:
On Markov-switching ARMA processes - stationarity, existence of moments and geometric ergodicit
Document type:
Zeitschriftenaufsatz
Author(s):
Stelzer, Robert
Journal title:
Econometric Theory
Year:
2009
Journal volume:
25
Journal issue:
01
Pages contribution:
43
Fulltext / DOI:
doi:10.1017/s0266466608090026
Publisher:
Cambridge University Press (CUP)
E-ISSN:
0266-46661469-4360
Date of publication:
09.01.2009
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mediaTUM Gesamtbestand
Hochschulbibliographie
2009
Integrated Research Centers
Institute for Advanced Study (IAS)
mediaTUM Gesamtbestand
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Stelzer, Robert J.