On inference for threshold autoregressive models. (Q1872852)

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On inference for threshold autoregressive models.
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    title
    On inference for threshold autoregressive models. (English)
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    DOI
    10.1007/BF02595729
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    author
    Osnat Stramer
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    Yu-Jau Lin
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    published in
    Test
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    publication date
    18 May 2003
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    zbMATH DE Number
    1911833
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    zbMATH Keywords
    Bayesian model comparison
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    reversible jump
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    threshold autoregression
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    Wolfe's sunspot
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