BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3214142 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of threshold autoregressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hierarchical Bayesian Analysis of Changepoint Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of bilinear time series models : a gibbs sampling approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631860 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling-Based Approaches to Calculating Marginal Densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5732992 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold models in non-linear time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing and Modeling Threshold Autoregressive Processes / rank
 
Normal rank

Latest revision as of 18:13, 23 May 2024

scientific article; zbMATH DE number 816031
Language Label Description Also known as
English
BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
scientific article; zbMATH DE number 816031

    Statements

    BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (English)
    0 references
    0 references
    0 references
    20 March 1996
    0 references
    arranged autoregression
    0 references
    change points
    0 references
    Metropolis algorithm
    0 references
    threshold autoregressive model
    0 references
    nonlinear time series
    0 references
    TAR model
    0 references
    marginal posterior densities
    0 references
    threshold value
    0 references
    Gibbs sampler
    0 references
    simulation
    0 references

    Identifiers