A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes
O. Lee, D. W. Shin
| Year of publication: |
2007
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|---|---|
| Authors: | Lee, O. ; Shin, Dong-wan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 96.2007, 2, p. 226-231
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| Subject: | Finanzmathematik | Mathematical finance | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003503958