Improved model selection criteria for SETAR time series models
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Publication:2643276
DOI10.1016/j.jspi.2006.10.014zbMath1332.62324OpenAlexW2075589561MaRDI QIDQ2643276
Publication date: 23 August 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.10.014
Related Items (4)
Predictive density criterion for SETAR models ⋮ Linear approximation of the threshold autoregressive model: an application to order estimation ⋮ Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models ⋮ Identification of TAR models using recursive estimation
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