Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas

Howell Tong

Statistical Methods & Applications, 2012, vol. 21, issue 3, 335-339

Abstract: This discussion focuses on threshold nonstationary–nonlinear time series modelling; it raises various issues to do with identifiability and model complexity. It also gives some background history concerning smooth threshold/transition autoregressive models and hidden Markov switching models. Copyright Springer-Verlag 2012

Keywords: Threshold models; AIC; smooth threshold autoregressive models; Hidden Markov (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10260-012-0196-1

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