A Bayesian analysis of generalized threshold autoregressive models (Q1807914)
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scientific article; zbMATH DE number 1368757
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| English | A Bayesian analysis of generalized threshold autoregressive models |
scientific article; zbMATH DE number 1368757 |
Statements
A Bayesian analysis of generalized threshold autoregressive models (English)
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2 April 2000
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MCMC method
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Gibbs sampler
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Metropolis algorithm
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generalized TAR models
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Markov chain Monte Carlo
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0.9103758931159972
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0.9030653238296508
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0.8758524656295776
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