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...
Sábháilte in:
| Príomhchruthaitheoir: | |
|---|---|
| Rannpháirtithe: | |
| Formáid: | Dissertation |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
Philipps-Universität Marburg
2011
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| Ábhair: | |
| Rochtain ar líne: | An téacs iomlán mar PDF |
| Clibeanna: |
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Ar líne
An téacs iomlán mar PDF| Gairmuimhir: |
urn:nbn:de:hebis:04-z2011-01208 |
|---|---|
| Dáta a fhoilsithe: |
2011-08-08 |
| Datum der Annahme: |
2011-06-16 |
| Downloads: |
22 (2024), 40 (2023), 77 (2022), 112 (2021), 84 (2020), 128 (2019), 143 (2018) |
| Lizenz: |
https://rightsstatements.org/vocab/InC-NC/1.0/ |
| URL Rochtana: |
https://archiv.ub.uni-marburg.de/diss/z2011/0120 https://doi.org/10.17192/z2011.0120 |