Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach |
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Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (English)
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11 April 2017
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ARMA models
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Bayesian inference
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Gibbs sampler
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Metropolis-Hastings algorithm
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RJMCMC methods
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TARMA models
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autoregressive moving-average (ARMA)
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threshold autoregressive moving-average (TARMA)
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