A Bayesian nonlinearity test for threshold moving average models (Q3103187)
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scientific article; zbMATH DE number 5981236
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Bayesian nonlinearity test for threshold moving average models |
scientific article; zbMATH DE number 5981236 |
Statements
A Bayesian nonlinearity test for threshold moving average models (English)
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26 November 2011
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Bayesian inference
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MA models
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Gibbs sampler
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metropolis-hastings algorithm
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RJMCMC methods
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TMA models
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0.9131930470466614
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0.8645576238632202
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0.8559777736663818
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0.815818190574646
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0.8137183785438538
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