Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743)
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English | Bayesian Model Uncertainty In Smooth Transition Autoregressions |
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Bayesian Model Uncertainty In Smooth Transition Autoregressions (English)
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29 May 2007
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Markov chain Monte Carlo
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nonlinear time series model
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model selection
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reversible jump Markov chain Monte Carlo
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deviance information criterion
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