BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212)
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scientific article; zbMATH DE number 816031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 816031 |
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BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (English)
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20 March 1996
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arranged autoregression
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change points
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Metropolis algorithm
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threshold autoregressive model
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nonlinear time series
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TAR model
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marginal posterior densities
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threshold value
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Gibbs sampler
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simulation
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