Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem

2008 ◽  
Vol 12 (1) ◽  
Author(s):  
Dietmar G. Maringer ◽  
Mark Meyer
Keyword(s):  
Model Selection ◽  
Selection Problem ◽  
Autoregressive Models ◽  
Smooth Transition ◽  
New Approaches ◽  
Smooth Transition Autoregressive ◽  
Model Selection Problem

Robust Tests Against Smooth Transition Autoregressive Models

2002 ◽  
Vol 72 (2) ◽  
pp. 167-178
Author(s):  
A. B. M. Rabiul Alam Beg ◽  
Mervyn Joseph Silvapulle ◽  
Paramsothy Silvapulle
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
Robust Tests ◽  
Smooth Transition Autoregressive

scholarly journals Estimating model evidence using ensemble‐based data assimilation with localization – The model selection problem

2019 ◽  
Vol 145 (721) ◽  
pp. 1571-1588
Author(s):  
Sammy Metref ◽  
Alexis Hannart ◽  
Juan Ruiz ◽  
Marc Bocquet ◽  
Alberto Carrassi ◽  
...  
Keyword(s):  
Model Selection ◽  
Data Assimilation ◽  
Selection Problem ◽  
Model Evidence ◽  
Model Selection Problem

A Portmanteau Test for Smooth Transition Autoregressive Models

2019 ◽  
Vol 41 (5) ◽  
pp. 722-730
Author(s):  
Qiang Xia ◽  
Zhiqiang Zhang ◽  
Wai Keung Li
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
Smooth Transition Autoregressive
Sign in / Sign up

Export Citation Format

Share Document