A Bayesian nonlinearity test for threshold moving average models (Q3103187)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian nonlinearity test for threshold moving average models |
scientific article |
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A Bayesian nonlinearity test for threshold moving average models (English)
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26 November 2011
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Bayesian inference
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MA models
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Gibbs sampler
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metropolis-hastings algorithm
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RJMCMC methods
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TMA models
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