Subset selection of double-threshold moving average models through the application of the Bayesian method (Q2073563)
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scientific article; zbMATH DE number 7468430
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| default for all languages | No label defined |
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| English | Subset selection of double-threshold moving average models through the application of the Bayesian method |
scientific article; zbMATH DE number 7468430 |
Statements
Subset selection of double-threshold moving average models through the application of the Bayesian method (English)
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2 February 2022
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Bayesian estimation
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DTMA model
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MCMC algorithm
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SSVS
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exchange rate
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0.9415751
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0.9057089
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0.8833442
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0.88139504
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0.87780875
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0.87525237
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0.85865116
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