On threshold moving-average models

Journal of Time Series Analysis

Volumn 19, Issue 1, 1998, Pages 1-18

  De Gooijer, Jan G ^a  

^a NONE

Author keywords

Asymmetric moving average; Conditional least squares estimation; Lagrange multiplier test; Monte Carlo; Non linearity

Indexed keywords

EID: 0012630442     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00074     Document Type: Article

References (11)

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