A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes (Q1934115)
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scientific article; zbMATH DE number 6131242
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| 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; zbMATH DE number 6131242 |
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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0.8788544
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0.87611157
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0.86384094
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0.8636669
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