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Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
Published online by Cambridge University Press: 15 September 2004
Abstract
We provide an extension of topological methods applied to acertain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationarydistribution. Finally, we strengthen the conditions to obtain apositive Harris recurrence, which in turn implies the existenceof a strong law of large numbers.
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- Research Article
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- © EDP Sciences, SMAI, 2004