On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110)

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On MCMC sampling in self-exciting integer-valued threshold time series models
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    On MCMC sampling in self-exciting integer-valued threshold time series models (English)
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    18 February 2022
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    integer-valued time series
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    threshold autoregressive model
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    Bayesian inference
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    MCMC sampling
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    latent variables
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