• 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
    13
  • 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