Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs (Q2884907)
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scientific article; zbMATH DE number 6036691
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| English | Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs |
scientific article; zbMATH DE number 6036691 |
Statements
Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (English)
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18 May 2012
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Gibbs sampler
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Metropolis-Hastings algorithm
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TARMAX model
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0.8789193034172058
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0.8782913088798523
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0.8782913088798523
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0.8657350540161133
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0.8619633316993713
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