Hysteretic autoregressive time series models

Keyphrases

• Autoregressive Time Series Model 100%
• Regime Switching 100%
• Hysteretic 100%
• Copyright 50%
• Model Selection 50%
• Information Criteria 50%
• Threshold Autoregressive Model 50%
• Autoregressive Model 50%
• Asymptotic Distribution 50%
• Linear Structure 50%
• Switching Mechanism 50%
• Piecewise Linear 50%
• Hysteresis 50%
• Switching Structure 50%
• Conditional Least Squares Estimation 50%
• Flexible Regime 50%
• Geometric Ergodicity 50%
• Threshold Model 50%

Mathematics

• Time Series Model 100%
• Autoregressive Model 100%
• Sufficient Condition 50%
• Model Selection 50%
• Information Criterion 50%
• Conditionals 50%
• Ergodicity 50%
• Asymptotic Distribution 50%
• Linear Structure 50%
• Piecewise Linear 50%
• Least Square Estimation 50%