Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227)

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Bayesian estimation for threshold autoregressive model with multiple structural breaks
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    Bayesian estimation for threshold autoregressive model with multiple structural breaks (English)
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    26 January 2021
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    threshold autoregressive model
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    Bayesian inference
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    MCMC method
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    structural break
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    palaeoclimatology database
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