Tong, Howell (2012) Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Statistical Methods and Applications, 21 (3). pp. 335-339. ISSN 1618-2510
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Identification Number: 10.1007/s10260-012-0196-1
Abstract
This discussion focuses on threshold nonstationary–nonlinear time series modelling; it raises various issues to do with identifiability and model complexity. It also gives some background history concerning smooth threshold/transition autoregressive models and hidden Markov switching models
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springerlink.com/content/1618-2510/ |
| Additional Information: | © 2012 Springer-Verlag |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 20 Jun 2012 09:04 |
| Last Modified: | 12 Dec 2024 00:08 |
| URI: | http://eprints.lse.ac.uk/id/eprint/44419 |
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