TESTING FOR THRESHOLD AUTOREGRESSION

被引：80

|

作者：

CHAN, KS

机构：

来源：

ANNALS OF STATISTICS | 1990年 / 18卷 / 04期

关键词：

D O I：

10.1214/aos/1176347886

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：1886 / 1894

页数：9

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