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Testing for a linear MA model against threshold MA models

By Howell Tong and S Ling
Topics: H Social Sciences (General), HA Statistics
Publisher: Institute of Mathematical Statistics
Year: 2005
DOI identifier: 10.1214/009053605000000598
OAI identifier: oai:eprints.lse.ac.uk:6251
Provided by: LSE Research Online
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