Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
Year of publication: |
2012
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Authors: | Zhu, Ke ; Ling, Shiqing |
Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 2, p. 223-232
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Publisher: |
Wiley Blackwell |
Saved in:
Online Resource
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