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 & applications, 21 (3). pp. 335-339. ISSN 1618-2510
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 |
| Uncontrolled Keywords: | threshold models – AIC, smooth threshold autoregressive models – Hidden Markov |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Sets: | Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/44419/ |
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