Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743)

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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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