A multiple threshold AR(1)model
Chan, K., Petruccelli, J., Woolford, S. & Tong, H.
(1985).
A multiple threshold AR(1)model.
Journal of Applied Probability,
22(2), 267-279.
| Item Type | Article |
|---|---|
| Copyright holders | © 1985 Applied Probability Trust |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 08 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6492 |
Explore Further
- https://www.scopus.com/pages/publications/0022082342 (Scopus publication)
- http://www.appliedprobability.org/ap.html (Official URL)