Threshold autoregression and some frequency-domain characteristics
Pemberton, J; and Tong, Howell
(1983)
Threshold autoregression and some frequency-domain characteristics
Handbook of Statistics, 3.
pp. 249-273.
ISSN 0169-7161
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 08:30 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6498 |
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