A Bayesian nonlinearity test for threshold moving average models (Q3103187): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian nonlinearity test for threshold moving average models |
scientific article |
Statements
A Bayesian nonlinearity test for threshold moving average models (English)
0 references
26 November 2011
0 references
Bayesian inference
0 references
MA models
0 references
Gibbs sampler
0 references
metropolis-hastings algorithm
0 references
RJMCMC methods
0 references
TMA models
0 references
