On residual sums of squares in non-parametric autoregression
Cheng, B; and Tong, Howell
(1993)
On residual sums of squares in non-parametric autoregression.
Stochastic Processes and Their Applications, 48 (1).
pp. 157-174.
ISSN 0304-4149
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1016/0304-4149(93)90112-H |
| Date Deposited | 04 Jul 2008 08:41 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6412 |