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

Chan, K. S., Pham, D. T. & Tong, H. (1989). Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Bulletin of the International Statistical Institute, 47th s(2), 202-203.
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Item Type Article
Copyright holders © 1989 ISI Publications
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6448

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