On geometric ergodicity of the MTAR process (Q1573120)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On geometric ergodicity of the MTAR process |
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On geometric ergodicity of the MTAR process (English)
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2 January 2002
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This paper discusses geometric ergodicity for momentum threshold autoregressive processes, and shows that the region of ergodicity is a proper subset of the ergodic region for the TAR process.
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asymmetry
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ergodicity
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nonstationarity
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stationarity
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transience
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