The akaike information criterion in threshold modelling: Some empirical evidences

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Citations (Scopus)

Abstract

The performance of the Akaike information criterion in threshold modelling is studied using simulation. Particular attention is paid to the effects of autoregressive parameters, the maximum order entertained, and the choice of possible candidates for the delay and threshold parameters in the procedure. Copyright © 1988 Springer-Verlag.
Original languageEnglish
Title of host publicationNonlinear time series and signal processing
EditorsR. R. MOHLER
Place of PublicationBerlin
PublisherSpringer
Pages88-96
ISBN (Print)9783540188612
DOIs
Publication statusPublished - 1988

Fingerprint

Akaike information criterion
modeling
simulation
parameter
effect

Citation

Li, W. K. (1988). The akaike information criterion in threshold modelling: Some empirical evidences. In R. R. Mohler (Ed.), Nonlinear time series and signal processing (pp. 88-96). Berlin: Springer.