Bayesian subset selection for threshold autoregressive moving-average models (Q2513329): Difference between revisions

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+The moments of SETARMA models
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+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models
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+ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS
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+On threshold moving-average models
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+Benchmark priors for Bayesian model averaging.
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+Diagnostics for Time Series Analysis
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Ergodicity and invertibility of threshold moving-average models
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+Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach
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+A threshold AR(1) model
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+Bayesian analysis of autoregressive moving average processes with unknown orders
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+Bayesian Model Averaging for Linear Regression Models
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+Nonparametric regression using Bayesian variable selection
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+Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors
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+The Calculation of Posterior Distributions by Data Augmentation
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+Q3928091
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+Q3999154
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+Testing and Modeling Threshold Autoregressive Processes
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+Testing and Modeling Multivariate Threshold Models
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+Analysis of Financial Time Series
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