Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model

Chan, K., Tong, H. & Pham, D. (1991). Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Statistica Sinica, 1(2), 361-369.
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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/6426

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