Tong, Howell and Ling, S (2005) Testing for a linear MA model against threshold MA models. Annals of Statistics, 33 (6). pp. 2529-2552. ISSN 0090-5364
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Identification Number: 10.1214/009053605000000598
Item Type: | Article |
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Official URL: | http://www.imstat.org/aos/ |
Additional Information: | © 2005 Institute of Mathematical Statistics |
Divisions: | Economics Statistics |
Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
Date Deposited: | 02 Jul 2008 08:56 |
Last Modified: | 08 Oct 2024 01:51 |
URI: | http://eprints.lse.ac.uk/id/eprint/6251 |
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