Bayesian analysis of multiple thresholds autoregressive model (Q2358917)

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Bayesian analysis of multiple thresholds autoregressive model
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    Bayesian analysis of multiple thresholds autoregressive model (English)
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    27 June 2017
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    threshold autoregressive model
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    Bayesian inference
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    MCMC
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    Metropolis-Hastings algorithm
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    model selection
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