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

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  • Howell Tong

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

Suggested Citation

  • Howell Tong, 2012. "Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 335-339, August.
    • Handle: RePEc:spr:stmapp:v:21:y:2012:i:3:p:335-339
    DOI: 10.1007/s10260-012-0196-1
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