A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5061640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A descriptive method to evaluate the number of regimes in a switching autoregressive model |
scientific article; zbMATH DE number 5061640 |
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
0 references
0 references
0.7693167924880981
0 references
0.7654762268066406
0 references
0.7644307613372803
0 references
0.7271872162818909
0 references
0.7196409106254578
0 references
