Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

Abstract Let 𝜉 = {𝜉𝑛}𝑛≥₀ be a Markov chain defined on a probability space (Ω, ℱ, ℙ) valued in a discrete topological space 𝑆 that consists of a finite number of real 𝑑 × 𝑑 matrices. As usual, ...

Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well as articles that embody original theoretical research, the journal ...