Open AccessSOME REGIME-SWITCHING MODELS FOR ECONOMIC TIME SERIES: A COMPARATIVE STUDY
Author(s) -
Dursun Aydın,
Selman MERMİ
Publication year - 2022
Publication title -
eskişehir technical university journal of science and technology a- applied sciences and engineering
Language(s) - English
Resource type - Journals
ISSN - 2667-4211
DOI - 10.18038/estubtda.881251
Subject(s) - setar , autoregressive model , series (stratigraphy) , star model , econometrics , time series , nonlinear system , parametric model , parametric statistics , autoregressive integrated moving average , computer science , markov chain , mathematics , statistics , machine learning , paleontology , physics , quantum mechanics , biology