Improved model selection criteria for SETAR time series models (Q2643276)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improved model selection criteria for SETAR time series models |
scientific article |
Statements
Improved model selection criteria for SETAR time series models (English)
0 references
23 August 2007
0 references
asymptotic efficiency
0 references
autoregressive models
0 references
consistency
0 references
model selection criteria
0 references
SETAR models
0 references
0 references
0 references
0 references