Fu, Jingxue; Wu, Lan Consistent estimation of the number of regimes in Markov-switching autoregressive models. (English) Zbl 07535548 Commun. Stat., Theory Methods 51, No. 8, 2496-2518 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Fu} and \textit{L. Wu}, Commun. Stat., Theory Methods 51, No. 8, 2496--2518 (2022; Zbl 07535548) Full Text: DOI
Giurcăneanu, Ciprian Doru; Razavi, Seyed Alireza AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms. (English) Zbl 1177.94087 Signal Process. 90, No. 2, 451-466 (2010). MSC: 94A13 62M10 93E10 PDFBibTeX XMLCite \textit{C. D. Giurcăneanu} and \textit{S. A. Razavi}, Signal Process. 90, No. 2, 451--466 (2010; Zbl 1177.94087) Full Text: DOI