Title: Hysteretic autoregressive time series models
Abstract: Journal Article Hysteretic autoregressive time series models Get access Guodong Li, Guodong Li Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, [email protected]@[email protected][email protected] Search for other works by this author on: Oxford Academic Google Scholar Bo Guan, Bo Guan Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, [email protected]@[email protected] Search for other works by this author on: Oxford Academic Google Scholar Wai Keung Li, Wai Keung Li Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, [email protected]@[email protected] Search for other works by this author on: Oxford Academic Google Scholar Philip L. H. Yu Philip L. H. Yu Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, [email protected]@[email protected] Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 102, Issue 3, September 2015, Pages 717–723, https://doi.org/10.1093/biomet/asv017 Published: 09 June 2015 Article history Received: 01 February 2014 Revision received: 01 March 2015 Published: 09 June 2015