Model Selection in Threshold Models (Q2784959): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q276925 |
||
| Property / author | |||
| Property / author: George Kapetanios / rank | |||
Revision as of 08:12, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Selection in Threshold Models |
scientific article |
Statements
Model Selection in Threshold Models (English)
0 references
24 April 2002
0 references
self-exciting threshold autoregressive time series
0 references
Markov switching models
0 references
generalized information criterion
0 references
information complexity criterion
0 references
