On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110)
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scientific article; zbMATH DE number 7476343
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| English | On MCMC sampling in self-exciting integer-valued threshold time series models |
scientific article; zbMATH DE number 7476343 |
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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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0.7722423672676086
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0.7657790184020996
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0.7470172047615051
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0.7426124215126038
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0.7401396036148071
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