Threshold autoregressive modelling in continuous time

Tong, Howell; and Yeung, I (1991) Threshold autoregressive modelling in continuous time. Statistica Sinica, 1 (2). pp. 411-430. ISSN 1017-0405
Copy
Item Type Article
Departments Economics
Statistics
Date Deposited 07 Jul 2008 13:46
URI https://researchonline.lse.ac.uk/id/eprint/6425

Explore Further

Full text not available from this repository.

Atom BibTeX OpenURL ContextObject in Span OpenURL ContextObject Dublin Core MPEG-21 DIDL Data Cite XML EndNote HTML Citation METS MODS RIOXX2 XML Reference Manager Refer ASCII Citation
Export

Downloads