Testing for a linear MA model against threshold MA models

Tong, Howell; and Ling, S Testing for a linear MA model against threshold MA models. Annals of Statistics, 33 (6). pp. 2529-2552. ISSN 0090-5364
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Item Type Article
Departments Economics
Statistics
DOI 10.1214/009053605000000598
Date Deposited 02 Jul 2008 08:56
URI https://researchonline.lse.ac.uk/id/eprint/6251

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