Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03610926.2020.1777304 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3034182035 / rank | |||
Normal rank |
Revision as of 23:34, 19 March 2024
scientific article; zbMATH DE number 7535548
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistent estimation of the number of regimes in Markov-switching autoregressive models |
scientific article; zbMATH DE number 7535548 |
Statements
Consistent estimation of the number of regimes in Markov-switching autoregressive models (English)
0 references
1 June 2022
0 references
Markov-switching autoregression models
0 references
model selection
0 references
information criterion
0 references
compensated likelihood method
0 references
Kullback-Leibler divergence
0 references