A multiple threshold AR(1)model

Chan, K.S; Petruccelli, J.D; Woolford, S.W; and Tong, Howell (1985) A multiple threshold AR(1)model. Journal of Applied Probability, 22 (2). pp. 267-279. ISSN 0021-9002
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Item Type Article
Departments Economics
Statistics
Date Deposited 08 Jul 2008 08:57
URI https://researchonline.lse.ac.uk/id/eprint/6492

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