Bayesian selection of threshold autoregressive models
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Publication:4677025
DOI10.1111/j.1467-9892.2004.01726.xzbMath1062.62165MaRDI QIDQ4677025
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01726.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
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