Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295): Difference between revisions

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+Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
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+Threshold Autoregression with a Unit Root
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+Monte Carlo methods in Bayesian computation
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+Marginal Likelihood from the Gibbs Output
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+Estimation of Time Series Models in the Presence of Missing Data
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+Q4298922
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+Sampling-Based Approaches to Calculating Marginal Densities
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+Monte Carlo sampling methods using Markov chains and their applications
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+A note on stationarity of the MTAR process on the boundary of the stationarity region
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+BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
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+Q4280410
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+Estimation of posterior density functions from a posterior sample.
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+Inference and missing data
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+Q4718557
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+Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
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+Q3761509
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