Bayesian subset selection for threshold autoregressive moving-average models (Q2513329)
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scientific article; zbMATH DE number 6391617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian subset selection for threshold autoregressive moving-average models |
scientific article; zbMATH DE number 6391617 |
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Bayesian subset selection for threshold autoregressive moving-average models (English)
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28 January 2015
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Bayesian model averaging
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mixture normal distribution
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stochastic search variable selection method
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0.816954493522644
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0.815824031829834
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0.8021745085716248
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0.7935057282447815
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