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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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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