Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (Q3298672): Difference between revisions
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Revision as of 00:50, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) |
scientific article |
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Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (English)
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15 July 2020
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nonlinear time series
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threshold autoregressive models
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Markov chain Monte Carlo (MCMC)
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Gibbs sampler
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