Threshold autoregressive modelling in continuous time

Tong, H. & Yeung, I. (1991). Threshold autoregressive modelling in continuous time. Statistica Sinica, 1(2), 411-430.
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Item Type Article
Copyright holders © 1991 Academia Sinica
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 07 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6425

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