On the statistical inference of a machine generated autoregressive AR(1) model
Tong, Howell; and Stockis, J-P
(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).
pp. 781-796.
ISSN 1369-7412
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1111/1467-9868.00154 |
| Date Deposited | 04 Jul 2008 09:01 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6375 |