Model Selection in Threshold Models (Q2784959)

From MaRDI portal
Revision as of 08:12, 12 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q276925)
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

    Identifiers