A note on testing regime switching assumption based on recurrence times (Q1041700): Difference between revisions

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+RECURRENCE TIME STATISTICS IN CHAOTIC DYNAMICS: MULTIPLE RECURRENCES IN INTERMITTENT CHAOS
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+Stock market dynamics
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+Recurrence plots revisited
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+The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
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+Testing for Regime Switching
@@ Property / cites work: Testing for Regime Switching / rank @@
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+Fluctuation Theory of Recurrent Events
@@ Property / cites work: Fluctuation Theory of Recurrent Events / rank @@
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+Discovering stock dynamics through multidimensional volatility phases
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Specification testing in Markov-switching time-series models
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+Geometric equivalence of groups.
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+On the notion of recurrence in discrete stochastic processes
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+Q3259971
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+Q3634327
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+Estimating the number of change-points via Schwarz' criterion
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