A comment on “An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas
We discuss the paper by Battaglia and Protopapas concerning the analysis of global warming phenomenon in the Alpine Region. The Authors consider a nonlinear model which takes into account regimes in time and levels. In this contribution some of the statistical results presented in the paper are commented and a different approach to the problem is proposed. It is based on a temporal aggregation analysis and it can help to highlight some features in the data. Copyright Springer-Verlag 2012
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Volume (Year): 21 (2012)
Issue (Month): 3 (August)
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- Stelzer, Robert, 2009. "On Markov-Switching Arma Processes—Stationarity, Existence Of Moments, And Geometric Ergodicity," Econometric Theory, Cambridge University Press, vol. 25(01), pages 43-62, February.
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