A Bayesian nonlinearity test for threshold moving average models (Q3103187): Difference between revisions

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Property / DOI: 10.1111/j.1467-9892.2010.00667.x / rank
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Property / author: Zhi-Qiang Zhang / rank
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Property / author: Zhi-Qiang Zhang / rank
 
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Property / describes a project that uses: FinTS / rank
 
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Property / OpenAlex ID: W1581264736 / rank
 
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Property / cites work: BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS / rank
 
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Property / cites work
 
Property / cites work: Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images / rank
 
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Property / cites work: BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES / rank
 
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Property / cites work: Monte Carlo sampling methods using Markov chains and their applications / rank
 
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Property / cites work: Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series / rank
 
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Property / cites work: Q2736957 / rank
 
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Property / cites work: Q3999154 / rank
 
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Property / DOI
 
Property / DOI: 10.1111/J.1467-9892.2010.00667.X / rank
 
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Latest revision as of 16:28, 20 December 2024

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A Bayesian nonlinearity test for threshold moving average models
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    A Bayesian nonlinearity test for threshold moving average models (English)
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    26 November 2011
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    Bayesian inference
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    MA models
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    Gibbs sampler
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    metropolis-hastings algorithm
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    RJMCMC methods
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    TMA models
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