Guest Editors’ Introduction: Regime Switching and Threshold Models

DOI10.1080/07350015.2017.1236521MaRDI QIDQ6616604zbMATH OpenFDO

Authors

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2017.1236521

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Applications of statistics to economics (62P20)

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• An Introduction to Regime Switching Time Series Models
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Cites work

• scientific article; zbMATH DE number 3742453 (Why is no real title available?)
• Threshold models in time series analysis -- 30 years on

Cited in

(1)

• Robust Estimation for Threshold Autoregressive Moving-Average Models

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