Ergodicity and invertibility of threshold MA models

Tong, H. & Ling, S. (2007). Ergodicity and invertibility of threshold MA models. Bernoulli, 13(1), 161-168. https://doi.org/10.3150/07-BEJ5147
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Item Type Article
Copyright holders © 2008 Bernoulli Society for Mathematical Statistics and Probability
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
DOI 10.3150/07-BEJ5147
Date Deposited 01 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6224

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