A Bayesian threshold nonlinearity test for TAR models (Q2885992)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Bayesian threshold nonlinearity test for TAR models |
scientific article; zbMATH DE number 6040825
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Bayesian threshold nonlinearity test for TAR models |
scientific article; zbMATH DE number 6040825 |
Statements
1 June 2012
0 references
Bayesian inference
0 references
posterior probability
0 references
AR models
0 references
A Bayesian threshold nonlinearity test for TAR models (English)
0 references
0.8688819408416748
0 references
0.8559777736663818
0 references
0.84975665807724
0 references
0.84975665807724
0 references
0.8404086828231812
0 references
