Pages that link to "Item:Q5467624"
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The following pages link to Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624):
Displaying 4 items.
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
