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.
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Tong, H. Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas. Stat Methods Appl 21, 335–339 (2012). https://doi.org/10.1007/s10260-012-0196-1
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DOI: https://doi.org/10.1007/s10260-012-0196-1