A Bayesian nonlinearity test for threshold moving average models (Q3103187): Difference between revisions
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| Property / cites work: BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS / rank | |||
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| Property / cites work: Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images / rank | |||
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| Property / cites work: BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES / rank | |||
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| Property / cites work: Monte Carlo sampling methods using Markov chains and their applications / rank | |||
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| Property / cites work: Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series / rank | |||
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Revision as of 16:19, 4 July 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)
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26 November 2011
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Bayesian inference
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MA models
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Gibbs sampler
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metropolis-hastings algorithm
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RJMCMC methods
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TMA models
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