• Title of article

    A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m–m processes

  • Author/Authors

    O. Lee، نويسنده , , D.W. Shin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    6
  • From page
    226
  • To page
    231
  • Abstract
    We consider a multiple threshold AR(1) model and prove geometric ergodicity of the process on the boundary region and, as an application, we obtain geometric ergodicity of a class of integrated m–m processes.
  • Keywords
    Min–max model , Multiple-threshold AR(1) process , Integrated m–m process , Geometric ergodicity , Ergodicity
  • Journal title
    Economics Letters
  • Serial Year
    2007
  • Journal title
    Economics Letters
  • Record number

    436288

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=436288