Geodesic
Applications of regime-switching models based on aggregation operators
Kybernetika, Tome 43 (2007) no. 4, pp. 431-442 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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.
Classification : 37M10, 37N10, 37N40, 62M07, 68T37, 93B30, 93E12
Keywords: time series; regime-switching model; aggregation operator; model adequacy testing 
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Komorník, Jozef; Komorníková, Magda. Applications of regime-switching models based on aggregation operators. Kybernetika, Tome 43 (2007) no. 4, pp. 431-442. http://geodesic.mathdoc.fr/item/KYB_2007_43_4_a3/

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