A note on ergodicity for CIR model with Markov switching.
Jinying TongQingting MengZhenzhong ZhangYunfang LuPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- formal model
- markov model
- probabilistic model
- object model
- database
- computational model
- mathematical model
- high level
- prior knowledge
- probability distribution
- markov chain
- theoretical framework
- parameter estimation
- semi markov
- transition probabilities
- neural network model
- statistical model
- management system
- artificial neural networks
- multiscale
- social networks