Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model
Chan, K.S; Tong, Howell; and Pham, D.T
(1991)
Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model.
Statistica Sinica, 1 (2).
pp. 361-369.
ISSN 1017-0405
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 07 Jul 2008 13:45 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6426 |