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Ergodicity and invertibility of threshold MA models

By Howell Tong and S Ling
Topics: H Social Sciences (General), HA Statistics
Publisher: Bernoulli Society/Institute of Mathematical Statistics
Year: 2007
DOI identifier: 10.3150/07-BEJ5147
OAI identifier: oai:eprints.lse.ac.uk:6224
Provided by: LSE Research Online
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