Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas
Tong, H.
(2012).
Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas.
Statistical Methods and Applications,
21(3), 335-339.
https://doi.org/10.1007/s10260-012-0196-1
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
| Item Type | Article |
|---|---|
| Copyright holders | © 2012 Springer-Verlag |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.1007/s10260-012-0196-1 |
| Date Deposited | 20 Jun 2012 |
| URI | https://researchonline.lse.ac.uk/id/eprint/44419 |
Explore Further
- https://www.scopus.com/pages/publications/84866540577 (Scopus publication)
- http://www.springerlink.com/content/1618-2510/ (Official URL)