Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas
Tong, Howell
(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).
pp. 335-339.
ISSN 1618-2510
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 |
|---|---|
| Keywords | threshold models – AIC,smooth threshold autoregressive models – Hidden Markov |
| Departments | Statistics |
| DOI | 10.1007/s10260-012-0196-1 |
| Date Deposited | 20 Jun 2012 09:04 |
| URI | https://researchonline.lse.ac.uk/id/eprint/44419 |