On some distributional properties of a first order non-negative bilinear time series model
Tong, Howell; and Zhang, Zhiqiang
(2001)
On some distributional properties of a first order non-negative bilinear time series model.
Journal of Applied Probability, 38 (3).
659 -671.
ISSN 0021-9002
| Item Type | Article |
|---|---|
| Departments | Statistics |
| DOI | 10.1239/jap/1005091030 |
| Date Deposited | 02 Jul 2008 08:31 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6294 |