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

Madalina Olteanu. A descriptive method to evaluate the number of regimes in a switching autoregressive model. Neural Networks, 19(6-7):963-972, 2006. [doi]

@article{Olteanu06:0,
  title = {A descriptive method to evaluate the number of regimes in a switching autoregressive model},
  author = {Madalina Olteanu},
  year = {2006},
  doi = {10.1016/j.neunet.2006.05.019},
  url = {http://dx.doi.org/10.1016/j.neunet.2006.05.019},
  researchr = {https://researchr.org/publication/Olteanu06%3A0},
  cites = {0},
  citedby = {0},
  journal = {Neural Networks},
  volume = {19},
  number = {6-7},
  pages = {963-972},
}