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dc.contributor.author이외숙-
dc.contributor.author신동완-
dc.date.accessioned2017-08-28T11:35:51Z-
dc.date.available2017-08-28T11:35:51Z-
dc.date.issued2007-
dc.identifier.issn0165-1765-
dc.identifier.otherOAK-4146-
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/234404-
dc.description.abstractWe 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. © 2007 Elsevier B.V. All rights reserved.-
dc.languageEnglish-
dc.titleA note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes-
dc.typeArticle-
dc.relation.issue2-
dc.relation.volume96-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.startpage226-
dc.relation.lastpage231-
dc.relation.journaltitleEconomics Letters-
dc.identifier.doi10.1016/j.econlet.2007.01.007-
dc.identifier.wosidWOS:000248153800012-
dc.identifier.scopusid2-s2.0-34250019326-
dc.author.googleLee O.-
dc.author.googleShin D.W.-
dc.contributor.scopusid이외숙(8425708300)-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20170601155002-
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자연과학대학 > 통계학전공 > Journal papers
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