Applications of regime-switching models based on aggregation operators

MaRDI QIDQ5385016zbMATH OpenFDO

Authors Jozef Komorník, Magda Komorníková

Publication date 29 April 2008

Full work available at URL https://eudml.org/doc/33868, http://www.kybernetika.cz/content/2007/4/431

zbMATH Keywords

time seriestestingregime-switching modelaggregation operatormodel adequacy

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) System identification (93B30) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 2185779 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• Estimating the transition between two intersecting straight lines
• Inference in TAR Models
• Sample Splitting and Threshold Estimation
• Specification, estimation, and evaluation of smooth transition autoregressive models
• Testing and Modeling Multivariate Threshold Models

Cited in

(1)

• scientific article; zbMATH DE number 2129955 (Why is no real title available?)

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