On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On MCMC sampling in self-exciting integer-valued threshold time series models |
scientific article |
Statements
On MCMC sampling in self-exciting integer-valued threshold time series models (English)
0 references
18 February 2022
0 references
integer-valued time series
0 references
threshold autoregressive model
0 references
Bayesian inference
0 references
MCMC sampling
0 references
latent variables
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references