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A multiple threshold AR(1)model

Chan, K.S and Petruccelli, J.D and Woolford, S.W and Tong, Howell (1985) A multiple threshold AR(1)model. Journal of Applied Probability, 22 (2). pp. 267-279. ISSN 0021-9002

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Item Type: Article
Official URL: http://www.appliedprobability.org/ap.html
Additional Information: © 1985 Applied Probability Trust
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Date Deposited: 08 Jul 2008 08:57
Last Modified: 01 Oct 2010 08:57
URI: http://eprints.lse.ac.uk/id/eprint/6492

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