Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005): Difference between revisions

@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study
+Normal rank
@@ Property / cites work @@
+The minimum description length principle in coding and modeling
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
+Normal rank
@@ Property / cites work @@
+A source matching approach to finding minimax codes
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
+Normal rank
@@ Property / cites work @@
+Q5326958
@@ Property / cites work: Q5326958 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Q4195812
@@ Property / cites work: Q4195812 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric equivalence of groups.
@@ Property / cites work: Geometric equivalence of groups. / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
+Normal rank
@@ Property / cites work @@
+Model Selection in Threshold Models
@@ Property / cites work: Model Selection in Threshold Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4143945
@@ Property / cites work: Q4143945 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum-likelihood estimation for hidden Markov models
+Normal rank
@@ Property / cites work @@
+Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
+Normal rank
@@ Property / cites work @@
+ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-switching model selection using Kullback-Leibler divergence
+Normal rank