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Title: Applications of regime-switching models based on aggregation operators (English)
Author: Komorník, Jozef
Author: Komorníková, Magda
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 43
Issue: 4
Year: 2007
Pages: 431-442
Summary lang: English
Category: math
Summary: A synthesis of recent development of regime-switching models based on aggregation operators is presented. It comprises procedures for model specification and identification, parameter estimation and model adequacy testing. Constructions of models for real life data from hydrology and finance are presented. (English)
Keyword: time series
Keyword: regime-switching model
Keyword: aggregation operator
Keyword: model adequacy testing
MSC: 37M10
MSC: 37N10
MSC: 37N40
MSC: 62M07
MSC: 68T37
MSC: 93B30
MSC: 93E12
idZBL: Zbl 1137.37333
idMR: MR2377921
Date available: 2009-09-24T20:25:13Z
Last updated: 2012-06-06
Stable URL:
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