Bayesian selection of threshold autoregressive models (Q4677025)
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scientific article; zbMATH DE number 2169598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian selection of threshold autoregressive models |
scientific article; zbMATH DE number 2169598 |
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Bayesian selection of threshold autoregressive models (English)
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20 May 2005
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reversible jump MCMC
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SETAR model
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order selection
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