Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (Q3298672): Difference between revisions

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+On Gibbs sampling for state space models
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+BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
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+Q3723577
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Q4298922
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+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
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+BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
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+Q4272782
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