bivariate partial correlation models. By exploiting the model's recursive structure and the theory of perturbed stochastic … recurrence equations, we establish stationarity, ergodicity, and filter invertibility in the multivariate setting using …

bivariate partial correlation models. By exploiting the model's recursive structure and the theory of perturbed stochastic … recurrence equations, we establish stationarity, ergodicity, and filter invertibility in the multivariate setting using …