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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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2007.01.007 / rank | |||
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| Property / OpenAlex ID: W2087621959 / rank | |||
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| Property / cites work: A note on the ergodicity of nonlinear autoregressive model / rank | |||
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| Property / cites work: A multiple-threshold AR(1) model / rank | |||
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| Property / cites work: Introduction to m-m processes / rank | |||
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| Property / cites work: A note on stationarity of the MTAR process on the boundary of the stationarity region / rank | |||
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| Property / cites work: Q3966881 / rank | |||
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Latest revision as of 04:01, 6 July 2024
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 |
scientific article |
Statements
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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