Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models
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DOI: 10.1017/jpr.2023.13
Abstract: We establish new results on the strictly stationary solution to an iterated function system. When the driving sequence is stationary and ergodic, though not independent, the strictly stationary solution may admit no moment but we… read more here.
Keywords: control trajectories; garch models; iterated function; exponential control ... See more keywords