Bayesian selection of threshold autoregressive models (Q4677025): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.2004.01726.x / rank | |||
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| Property / cites work: A Bayesian analysis of generalized threshold autoregressive models / rank | |||
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| Property / cites work: Automatic Bayesian Curve Fitting / rank | |||
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| Property / cites work: Modeling a Poisson Forest in Variable Elevations: A Nonparametric Bayesian Approach / rank | |||
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| Property / cites work: Q3999154 / rank | |||
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| Property / cites work: A note on the corrected Akaike information criterion for threshold autoregressive models / rank | |||
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| Property / DOI: 10.1111/J.1467-9892.2004.01726.X / rank | |||
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Latest revision as of 16:01, 30 December 2024
scientific article; zbMATH DE number 2169598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian selection of threshold autoregressive models |
scientific article; zbMATH DE number 2169598 |
Statements
Bayesian selection of threshold autoregressive models (English)
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20 May 2005
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reversible jump MCMC
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SETAR model
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order selection
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