On fitting of non-stationary autoregressive models in time series analysis
Ozaki, T; and Tong, Howell
(1975)
On fitting of non-stationary autoregressive models in time series analysis.
In: Proceedings of the 8th Hawaii International Conference on System Science, 1975-01-01, Hawaii,United States,USA.
| Item Type | Conference or Workshop Item (Paper) |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 18 Jul 2008 10:53 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6607 |