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markov switching.

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Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
Jean-Gabriel Attali
Journal:

ESAIM: Probability and Statistics / Volume 8 / August 2004

Published online by Cambridge University Press:

15 September 2004, pp. 76-86

Print publication:

August 2004
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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.