Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 6.
Article
  • 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.
  • Tong, Howell (1989). Nonlinear time series models of regularly sampled data: a review. Progress in Mathematics, 18, 22-43.
  • Yao, Qiwei (1989). Large deviations for boundary crossing probabilities of some random fields. Journal of Mathematical Research and Exposition, 9, 181-192.
    • Chapter
  • 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.
  • 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.
    • Thesis
  • 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