BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766): Difference between revisions
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Revision as of 20:33, 19 March 2024
scientific article; zbMATH DE number 472906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES |
scientific article; zbMATH DE number 472906 |
Statements
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (English)
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20 December 1993
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nonlinear time series
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Monte Carlo integration
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regime change prediction
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threshold autoregressive model
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exact posterior distribution
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multi-step- ahead predictive density
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Wolfe's sunspot
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Canadian lynx
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