Predictive density criterion for <i>SETAR</i> models (Q5082828)
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scientific article; zbMATH DE number 7545759
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| English | Predictive density criterion for <i>SETAR</i> models |
scientific article; zbMATH DE number 7545759 |
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Predictive density criterion for <i>SETAR</i> models (English)
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21 June 2022
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Bayesian approach
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model selection problem
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nonlinear time series
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predictive density criterion
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SETAR model
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0.8693819
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0.8503549
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0.84720016
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