BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766): Difference between revisions

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Latest revision as of 11:00, 22 May 2024

scientific article; zbMATH DE number 472906
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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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