Model Selection in Threshold Models (Q2784959): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:28, 5 March 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