Pages that link to "Item:Q5079959"

The following pages link to Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (Q5079959):

Displayed 2 items.

• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) ‎ (← links)
• Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) ‎ (← links)