A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes (Q1934115): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes |
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A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes (English)
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28 January 2013
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min-max model
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integrated m-m process
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multiple-threshold \(AR(1)\) process
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ergodicity
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geometric ergodicity
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