- geometrically ergodic chain
- геометрически эргодическая цепь
English-Russian scientific dictionary. 2008.
geometrically ergodic chain
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Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… … Wikipedia
