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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

✍ Scribed by O. Lee; D.W. Shin

Book ID: 116421656
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 150 KB
Volume: 96
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2007.01.007

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