Ergodicity and invertibility of threshold MA models

Tong, Howell; and Ling, S (2007) Ergodicity and invertibility of threshold MA models. Bernoulli, 13 (1). pp. 161-168. ISSN 1350-7265
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Item Type Article
Departments Economics
Statistics
DOI 10.3150/07-BEJ5147
Date Deposited 01 Jul 2008 08:33
URI https://researchonline.lse.ac.uk/id/eprint/6224

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