Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas

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. Copyright Springer-Verlag 2012

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Year of publication:	2012
Authors:	Tong, Howell
Published in:	Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 21.2012, 3, p. 335-339
Publisher:	Springer
Subject:	Threshold models \| AIC \| smooth threshold autoregressive models \| Hidden Markov

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593412