Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks (Q5367431)
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scientific article; zbMATH DE number 6790917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks |
scientific article; zbMATH DE number 6790917 |
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Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks (English)
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13 October 2017
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estimation
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autoregressive model
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nonlinear time series
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change-point detection
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genetic algorithms
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minimum description length principle
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multiple-threshold
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nonstationary time series
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piecewise modeling
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