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Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas

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  • Howell Tong

    ()

Abstract

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. Copyright Springer-Verlag 2012

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File URL: http://hdl.handle.net/10.1007/s10260-012-0196-1
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Bibliographic Info

Article provided by Springer in its journal Statistical Methods & Applications.

Volume (Year): 21 (2012)
Issue (Month): 3 (August)
Pages: 335-339

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Handle: RePEc:spr:stmapp:v:21:y:2012:i:3:p:335-339

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Web page: http://link.springer.de/link/service/journals/10260/index.htm

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Related research

Keywords: Threshold models; AIC; smooth threshold autoregressive models; Hidden Markov;

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