ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS

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Publication:3440787

DOI10.1111/1467-9892.00305zbMath1112.62101OpenAlexW2070712342MaRDI QIDQ3440787

Nicola Spagnolo, Zacharias Psaradakis

Publication date: 29 May 2007

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00305




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