Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell Some nonlinear threshold autoregressive time series models for actuarial use. (English) Zbl 1085.62119 N. Am. Actuar. J. 8, No. 4, 37-61 (2004). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{W.-S. Chan} et al., N. Am. Actuar. J. 8, No. 4, 37--61 (2004; Zbl 1085.62119) Full Text: DOI
Chan, Wai-Sum (ed.); Li, Wai Keung (ed.); Tong, Howell (ed.) Statistics and finance. An interface. IWSF, proceedings of the international workshop, Hongkong, China, July 4–8, 1999. (English) Zbl 0957.00041 London: Imperial College Press (ISBN 1-86094-237-7/hbk; 978-1-84816-015-6/ebook). x, 384 p. (2000). MSC: 00B25 62P05 62-06 91-06 62M10 PDFBibTeX XMLCite \textit{W.-S. Chan} (ed.) et al., Statistics and finance. An interface. IWSF, proceedings of the international workshop, Hongkong, China, July 4--8, 1999. London: Imperial College Press (2000; Zbl 0957.00041) Full Text: DOI