Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/10354
Title: A class of threshold autoregressive conditional heteroscedastic models
Authors: Zhang, X
Wong, H 
Li, Y
Ip, WC
Keywords: Asymptotic normality
Lagrange multiplier test
Quasi maximum likelihood estimator
Threshold AR(p) model
Issue Date: 2011
Publisher: Somerville
Source: Statistics and its interface, 2011, v. 4, no. 2, p. 149-158 How to cite?
Journal: Statistics and its Interface 
URI: http://hdl.handle.net/10397/10354
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