A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543): Difference between revisions

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Revision as of 08:23, 5 March 2024

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A descriptive method to evaluate the number of regimes in a switching autoregressive model
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    A descriptive method to evaluate the number of regimes in a switching autoregressive model (English)
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    10 October 2006
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    switching autoregressive models
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    hierarchical clustering
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    ward distance
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    SOM
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