A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543)
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English | A descriptive method to evaluate the number of regimes in a switching autoregressive model |
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A descriptive method to evaluate the number of regimes in a switching autoregressive model (English)
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10 October 2006
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switching autoregressive models
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hierarchical clustering
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ward distance
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SOM
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