Threshold autoregression and some frequency-domain characteristics

Pemberton, J. & Tong, H. (1983). Threshold autoregression and some frequency-domain characteristics. Handbook of Statistics, 3, 249-273.
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Item Type Article
Copyright holders © 1983 Elsevier B.V
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 08 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6498

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