DSpace at EWHA: On geometric ergodicity of the MTAR process

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T11:08:26Z	-
dc.date.available	2016-08-28T11:08:26Z	-
dc.date.issued	2000	*
dc.identifier.issn	0167-7152	*
dc.identifier.other	OAK-442	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/218642	-
dc.description.abstract	We consider the momentum threshold autoregressive (MTAR) process and characterize the region of the autoregressive coefficients for geometric ergodicity. The region is a proper subset of the ergodic region of the TAR process. We show that the process is geometrically ergodic inside the region and is transient outside the closure of the region. © 2000 Elsevier Science B.V.	*
dc.language	English	*
dc.title	On geometric ergodicity of the MTAR process	*
dc.type	Article	*
dc.relation.issue	3	*
dc.relation.volume	48	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	229	*
dc.relation.lastpage	237	*
dc.relation.journaltitle	Statistics and Probability Letters	*
dc.identifier.wosid	WOS:000087539500003	*
dc.identifier.scopusid	2-s2.0-0008179270	*
dc.author.google	Lee O.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	이외숙(8425708300)	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*