A descriptive method to evaluate the number of regimes in a switching autoregressive model

• OLTEANU Madalina

  SAMOS-MATISSE, Universite Paris I

Journal

• Neural networks : the official journal of the International Neural Network Society

  Neural networks : the official journal of the International Neural Network Society 19 (6), 963-972, 2006-08

Keywords

• Switching autoregressive models
• Hierarchical clustering
• Ward distance
• SOM

Details

• CRID: 1572261550289112192
• NII Article ID: 10018044580
• NII Book ID: AA10680676
• ISSN: 08936080
• Text Lang: en
• Data Source:
  • CiNii Articles