Bayesian inference for smooth transition autoregressive (STAR) model: a prior sensitivity analysis (Q4593873)
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scientific article; zbMATH DE number 6807342
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| English | Bayesian inference for smooth transition autoregressive (STAR) model: a prior sensitivity analysis |
scientific article; zbMATH DE number 6807342 |
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Bayesian inference for smooth transition autoregressive (STAR) model: A prior sensitivity analysis (English)
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15 November 2017
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Gibbs sampler algorithm
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Metropolis-Hastings algorithm
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multiple try Metropolis algorithm
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prior sensitivity analysis
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reversible jump MCMC algorithm
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smooth transition autoregressive (STAR) model
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0.8024789690971375
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0.7649446725845337
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0.7342926263809204
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0.7342926263809204
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