A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes
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
|
Subject: | Finanzmathematik | Mathematical finance | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
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