Open AccessON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING
Author(s) -
Oe-Sook Lee,
Dong-Wan Shin
Publication year - 2004
Publication title -
journal of the korean mathematical society/daehan suhak hoeji
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.403
H-Index - 31
eISSN - 2234-3008
pISSN - 0304-9914
DOI - 10.4134/jkms.2004.41.2.309
Subject(s) - ergodicity , mathematics , markov chain , type (biology) , markov process , markov renewal process , pure mathematics , arch , process (computing) , nonlinear system , markov property , markov model , statistics , computer science , structural engineering , engineering , biology , operating system , physics , quantum mechanics , ecology