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Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model

By K.S Chan, Howell Tong and D.T Pham
Topics: H Social Sciences (General), HA Statistics
Publisher: Academia Sinica
Year: 1991
OAI identifier: oai:eprints.lse.ac.uk:6426
Provided by: LSE Research Online
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