Bayesian analysis of multivariate threshold autoregressive models with missing data (Q131173)

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scientific article; zbMATH DE number 6708623
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    Bayesian analysis of multivariate threshold autoregressive models with missing data
    scientific article; zbMATH DE number 6708623

      Statements

      46
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      1
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      296-318
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      30 September 2016
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      27 April 2017
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      Bayesian analysis of multivariate threshold autoregressive models with missing data (English)
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      Bayesian analysis
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      marginal likelihood
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      metropolized Carlin-Chib
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      missing data
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      Monte Carlo Markov chain
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      multivariate threshold autoregressive models
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      Sergio A. Calderón V.
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      Fabio H. Nieto
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