مرکز منطقه ای اطلاع رساني علوم و فناوري - Improved model selection criteria for SETAR time series models

Title of article :

Improved model selection criteria for SETAR time series models

Author/Authors :

Pedro Galeano، نويسنده , , Daniel Pe?a، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

2802

To page :

2814

Keywords :

Consistency , SETAR models , Asymptotic efficiency , Autoregressive models , Model selection criteria

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2007

Journal title :

Journal of Statistical Planning and Inference

Record number :

220504

Link To Document :