Some nonlinear threshold autoregressive time series models for actuarial use

Chan, W., Wong, A. C. S. & Tong, H. (2004). Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8(4), 37-61.

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Item Type	Article
Copyright holders	© 2004 Society of Actuaries
Departments	LSE > Academic Departments > Economics LSE > Academic Departments > Statistics
Date Deposited	02 Jul 2008
URI	https://researchonline.lse.ac.uk/id/eprint/6256

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Tong, Howell

H Social Sciences (General)
HA Statistics

http://www.soa.org/library/journals/north-american-actuarial-journal/2004/october/naaj0404_3.pdf (Publisher)
https://www.scopus.com/pages/publications/85011186717 (Scopus publication)
http://www.soa.org/news-and-publications/publicati... (Official URL)

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Some nonlinear threshold autoregressive time series models for actuarial use

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