On the statistical inference of a machine generated autoregressive AR(1) model
Tong, H. & Stockis, J.
(1998).
On the statistical inference of a machine generated autoregressive AR(1) model.
Journal of the Royal Statistical Society. Series B: Statistical Methodology,
60(4), 781-796.
https://doi.org/10.1111/1467-9868.00154
| Item Type | Article |
|---|---|
| Copyright holders | © 1998 Blackwell Publishing Ltd |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| DOI | 10.1111/1467-9868.00154 |
| Date Deposited | 04 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6375 |
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