On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series

Tong, H. & Yeung, I. (1991). On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of Applied Statistics, 40(1), 43-62.
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Item Type Article
Copyright holders © 1991 Routledge
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6431

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