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Ergodicity and invertibility of threshold MA models

Tong, Howell and Ling, S (2007) Ergodicity and invertibility of threshold MA models. Bernoulli, 13 (1). pp. 161-168. ISSN 1350-7265

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Item Type: Article
Official URL: http://isi.cbs.nl/bern.htm
Additional Information: © 2008 Bernoulli Society for Mathematical Statistics and Probability
Library of Congress subject classification: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 01 Jul 2008 08:33
URL: http://eprints.lse.ac.uk/6224/

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