Estimation of multiple-regime threshold autoregressive models with structural breaks (Q5367431)
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scientific article; zbMATH DE number 6790917
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| English | Estimation of multiple-regime threshold autoregressive models with structural breaks |
scientific article; zbMATH DE number 6790917 |
Statements
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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0.8513598442077637
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0.840258777141571
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0.8381752371788025
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0.8282985687255859
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0.8214331269264221
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