Applications of regime-switching models based on aggregation operators

zbMATH Open1137.37333MaRDI QIDQ5385016FDOQ5385016

Authors: Jozef Komorník, Magda Komorníková 

Publication date: 29 April 2008

Full work available at URL: https://eudml.org/doc/33868

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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)

Cites Work

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• Specification, estimation, and evaluation of smooth transition autoregressive models
• Sample Splitting and Threshold Estimation
• Testing and Modeling Multivariate Threshold Models
• Inference in TAR Models
• Estimating the transition between two intersecting straight lines
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Cited In (1)

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