Model Selection in Threshold Models (Q2784959)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Selection in Threshold Models |
scientific article |
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Model Selection in Threshold Models (English)
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24 April 2002
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self-exciting threshold autoregressive time series
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Markov switching models
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generalized information criterion
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information complexity criterion
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