A note on the distribution of non-linear autoregressive stochastic processes
Pemberton, J; and Tong, Howell
(1981)
A note on the distribution of non-linear autoregressive stochastic processes.
Journal of Time Series Analysis, 2 (1).
pp. 49-52.
ISSN 0143-9782
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1111/j.1467-9892.1981.tb00310.x |
| Date Deposited | 07 Jul 2008 08:38 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6528 |