Items where department is "Statistics"
University Structure (106206)
LSE (106206)
Academic Departments (62869)
Statistics (1716)
Number of items: 6.
1989
Chan, K S, Pham, D T, Tong, Howell
(1989).
Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model.
Bulletin of the International Statistical Institute,
47th s(2), 202-203.
Chan, K.S, Tong, Howell
(1989).
A survey of the statistical analysis of univariate threshold autoregressive models.
In
Mariano, R
(Ed.),
Advances in Statistical Analysis and Statistical Computing: Advances in Statistical Analysis and Statistical Computing
(pp. 1-42).
JAI Press.
Shephard, Neil
(1989).
Exact distribution theory for the maximum likelihood estimators of local trend models
[Doctoral thesis]. London School of Economics and Political Science.
picture_as_pdf
Tong, Howell
(1989).
Nonlinear time series models of regularly sampled data: a review.
Progress in Mathematics,
18, 22-43.
Tong, Howell
(1989).
Threshold stability, non-linear forecasting and irregularly sampled data.
In
Hackl, P
(Ed.),
Statistical Analysis and Forecasting of Economic Structural Change
(pp. 279-296).
Springer Berlin / Heidelberg.
Yao, Qiwei
(1989).
Large deviations for boundary crossing probabilities of some random fields.
Journal of Mathematical Research and Exposition,
9, 181-192.