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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: Statistical Methodology, 60 (4). pp. 781-796. ISSN 1369-7412

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Identification Number: 10.1111/1467-9868.00154
Item Type: Article
Official URL: http://www3.interscience.wiley.com/journal/1184907...
Additional Information: © 1998 Blackwell Publishing Ltd
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Date Deposited: 04 Jul 2008 09:01
Last Modified: 16 Oct 2017 09:29
URI: http://eprints.lse.ac.uk/id/eprint/6375

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