Bayesian analysis of multivariate threshold autoregressive models with missing data (Q131173)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of multivariate threshold autoregressive models with missing data |
scientific article |
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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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