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Volumn 28, Issue 3, 1996, Pages 728-746

Continuous-time threshold AR(1) processes

Author keywords

Approximation of diffusion processes; Continuous time autoregression; Exponential ergodicity; Gaussian likelihood; Non linear time series; Recurrence; Stationary distribution; Stochastic differential equation

Indexed keywords


EID: 0040228655     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800046462     Document Type: Article
Times cited : (8)

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    • accepted
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.