Some nonlinear threshold autoregressive time series models for actuarial use

Chan, Wai-Sum; Wong, Albert C S; and Tong, Howell (2004) Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8 (4). pp. 37-61. ISSN 1092-0277

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Item Type	Article
Departments	Economics Statistics
Date Deposited	02 Jul 2008 14:41
URI	https://researchonline.lse.ac.uk/id/eprint/6256

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Chan, Wai-Sum
Wong, Albert C S
Tong, Howell

H Social Sciences (General)
HA Statistics

http://www.soa.org/library/journals/north-american-actuarial-journal/2004/october/naaj0404_3.pdf (Publisher)

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