Bayesian selection of threshold autoregressive models (Q4677025): Difference between revisions

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scientific article; zbMATH DE number 2169598
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Bayesian selection of threshold autoregressive models
scientific article; zbMATH DE number 2169598

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    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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