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Testing for a linear MA model against threshold MA models

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
Official URL: http://www.imstat.org/aos/
Additional Information: © 2005 Institute of Mathematical Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Date Deposited: 02 Jul 2008 08:56
Last Modified: 01 Oct 2010 08:56
URI: http://eprints.lse.ac.uk/id/eprint/6251

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