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On the statistical inference of a machine generated autoregressive AR(1) model

Tong, Howell and Stockis, J-P (1998) On the statistical inference of a machine generated autoregressive AR(1) model. Journal of the Royal Statistical Society, Series B, 60 (4). pp. 781-796. ISSN 1369-7412

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Item Type: Article
Official URL: http://www3.interscience.wiley.com/journal/1184907...
Additional Information: © 1998 Blackwell Publishing Ltd
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: 04 Jul 2008 09:01
URL: http://eprints.lse.ac.uk/6375/

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