Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005)
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scientific article; zbMATH DE number 7535548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of the number of regimes in Markov-switching autoregressive models |
scientific article; zbMATH DE number 7535548 |
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Consistent estimation of the number of regimes in Markov-switching autoregressive models (English)
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1 June 2022
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Markov-switching autoregression models
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model selection
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information criterion
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compensated likelihood method
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Kullback-Leibler divergence
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0.9666515
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0.9201733
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0.9167546
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0.91334504
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0.9103713
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