Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005)
From MaRDI portal
scientific article; zbMATH DE number 7535548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of the number of regimes in Markov-switching autoregressive models |
scientific article; zbMATH DE number 7535548 |
Statements
Consistent estimation of the number of regimes in Markov-switching autoregressive models (English)
0 references
1 June 2022
0 references
Markov-switching autoregression models
0 references
model selection
0 references
information criterion
0 references
compensated likelihood method
0 references
Kullback-Leibler divergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
