Publikationsserver
Penalized likelihood based tests for regime switching in autoregressive models
In this thesis, we are mainly concerned with the basic methodological issue to test for regime switching in various Markov-switching autoregressive models. To this end, we develop some penalized likelihood based tests which neglect the dependence structure in the latent process. We derive the asympt...
Furkejuvvon:
| Váldodahkki: | |
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| Eará dahkkit: | |
| Materiálatiipa: | Dissertation |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Philipps-Universität Marburg
2011
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| Fáttát: | |
| Liŋkkat: | PDF-ollesdeaksta |
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