BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00248.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2087618469 / rank | |||
Normal rank | |||
Revision as of 19:22, 19 March 2024
scientific article; zbMATH DE number 816031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 816031 |
Statements
BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (English)
0 references
20 March 1996
0 references
arranged autoregression
0 references
change points
0 references
Metropolis algorithm
0 references
threshold autoregressive model
0 references
nonlinear time series
0 references
TAR model
0 references
marginal posterior densities
0 references
threshold value
0 references
Gibbs sampler
0 references
simulation
0 references
