Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907): Difference between revisions

@@ Property / cites work @@
+Bayesian analysis of bilinear time series models : a gibbs sampling approach
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of generalized threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models
+Normal rank
@@ Property / cites work @@
+Bayesian subset selection for threshold autoregressive moving-average models
+Normal rank
@@ Property / cites work @@
+Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
+Normal rank
@@ Property / cites work @@
+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+A note on an iterative least-squares estimation method for ARMA and VARMA models
+Normal rank
@@ Property / cites work @@
+Linear Methods for Estimating Arma and Regression Models with Serial Correlation
+Normal rank
@@ Property / cites work @@
+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
+Normal rank
@@ Property / cites work @@
+Testing for a linear MA model against threshold MA models
+Normal rank
@@ Property / cites work @@
+Ergodicity and invertibility of threshold moving-average models
+Normal rank
@@ Property / cites work @@
+Q2736957
@@ Property / cites work: Q2736957 / rank @@
+Normal rank
@@ Property / cites work @@
+Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian nonlinearity test for threshold moving average models
+Normal rank