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Tong, Howell and Yeung, Iris (1991) Threshold Autoregressive Modeling in continuous-time. Statistica Sinica, 1 (2). pp. 411-430. ISSN 1017-0405. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
Tong, Howell and Yeung, Iris (1991) On Tests for Self-Exciting Threshold Autoregressive-type Nonlinearity in Partially Observed Time-Series. Applied Statistics-Journal of the Royal Statistical Society Series C, 40 (1). pp. 43-62. ISSN 0035-9254. (doi:https://doi.org/10.2307/2347904) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |