A descriptive method to evaluate the number of regimes in a switching autoregressive model

DOI10.1016/j.neunet.2006.05.019zbMath1102.68576OpenAlexW2085987936WikidataQ42689376 ScholiaQ42689376MaRDI QIDQ2506543

Madalina Olteanu

Publication date: 10 October 2006

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2006.05.019

zbMATH Keywords

hierarchical clusteringSOMswitching autoregressive modelsward distance

Mathematics Subject Classification ID

Nonnumerical algorithms (68W05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

Adaptive signal processing of asset price dynamics with predictability analysis

Cites Work

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• Clusterwise linear regression
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• A Look at Some Data on the Old Faithful Geyser
• Use of the Chow Test under Heteroscedasticity
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Clustering Objects Generated by Linear Regression Models
• Self-organizing maps.

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