scientific article; zbMATH DE number 5269099

zbMath1137.37333MaRDI QIDQ5385016

Jozef Komorník, Magda Komorníková

Publication date: 29 April 2008

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

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriestestingregime-switching modelaggregation operatormodel adequacy

Mathematics Subject Classification ID

Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) System identification (93B30) Identification in stochastic control theory (93E12) Reasoning under uncertainty in the context of artificial intelligence (68T37) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)

Cites Work

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• Inference in TAR Models
• Sample Splitting and Threshold Estimation
• Testing and Modeling Multivariate Threshold Models
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Estimating the transition between two intersecting straight lines

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