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

Tong, Howell; and Yeung, I (1991) On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of Applied Statistics, 40 (1). pp. 43-62. ISSN 0266-4763
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Item Type Article
Departments Economics
Statistics
Date Deposited 08 Jul 2008 14:15
URI https://researchonline.lse.ac.uk/id/eprint/6431

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