Testing for a linear MA model against threshold MA models

Tong, H. & Ling, S. (2005). Testing for a linear MA model against threshold MA models. Annals of Statistics, 33(6), 2529-2552. https://doi.org/10.1214/009053605000000598
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Item Type Article
Copyright holders © 2005 Institute of Mathematical Statistics
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
DOI 10.1214/009053605000000598
Date Deposited 02 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6251

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