exponential ergodicity and β-mixing property for generalized ornstein-uhlenbeck processes为广义指数遍历性和β-mixing属性ornstein-uhlenbeck流程.pdfVIP
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exponential ergodicity and β-mixing property for generalized ornstein-uhlenbeck processes为广义指数遍历性和β-mixing属性ornstein-uhlenbeck流程
Theoretical Economics Letters, 2012, 2, 21-25
/10.4236/tel.2012.21004 Published Online February 2012 (http://www.SciRP.org/journal/tel)
Exponential Ergodicity and β-Mixing Property for
Generalized Ornstein-Uhlenbeck Processes
Oesook Lee
Department of Statistics, Ewha Womans University, Seoul, Korea (South)
Email: oslee@ewha.ac.kr
Received November 29, 2011; r
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