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Threshold autoregressive modelling in continuous time

Tong, Howell and Yeung, I (1991) Threshold autoregressive modelling in continuous time. Statistica Sinica, 1 (2). pp. 411-430. ISSN 1017-0405

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Item Type: Article
Official URL: http://www3.stat.sinica.edu.tw/statistica/
Additional Information: © 1991 Academia Sinica
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: 07 Jul 2008 13:46
URL: http://eprints.lse.ac.uk/6425/

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