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Improved model selection criteria for SETAR time series models

, and . Journal of Statistical Planning and Inference, 137 (9): 2802--2814 (Sep 1, 2007)

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Bayesian estimation of the Gaussian mixture GARCH model, and . Computational Statistics & Data Analysis, 51 (5): 2636--2652 (Feb 1, 2007)Covariance changes detection in multivariate time series, and . Journal of Statistical Planning and Inference, 137 (1): 194--211 (Jan 1, 2007)Improved model selection criteria for SETAR time series models, and . Journal of Statistical Planning and Inference, 137 (9): 2802--2814 (Sep 1, 2007)The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process.. Comput. Stat. Data Anal., 51 (12): 6151-6165 (2007)Multiple break detection in the correlation structure of random variables., and . Comput. Stat. Data Anal., (2014)