A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A descriptive method to evaluate the number of regimes in a switching autoregressive model |
scientific article |
Statements
A descriptive method to evaluate the number of regimes in a switching autoregressive model (English)
0 references
10 October 2006
0 references
switching autoregressive models
0 references
hierarchical clustering
0 references
ward distance
0 references
SOM
0 references
