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A note on the distribution of non-linear autoregressive stochastic processes

Pemberton, J and Tong, Howell (1981) A note on the distribution of non-linear autoregressive stochastic processes. Journal of time series analysis, 2 (1). pp. 49-52. ISSN 0143-9782

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Item Type: Article
Official URL: http://www3.interscience.wiley.com/journal/1184859...
Additional Information: © 1981 Blackwel 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/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/6528/

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