Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching |
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Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (English)
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29 May 2007
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Akaike information criterion, AIC
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BIC
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penalized maximum likelihood estimation
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hidden Markov chain model
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