TAR modeling with missing data when the white noise process follows a Student's \(t\)-distribution (Q5114041)
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scientific article; zbMATH DE number 7213419
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| English | TAR modeling with missing data when the white noise process follows a Student's \(t\)-distribution |
scientific article; zbMATH DE number 7213419 |
Statements
TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t-Distribution (English)
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21 June 2020
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Bayesian statistics
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Gibbs sampler
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missing data
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forecasting
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time series
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threshold autoregressive model
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0.8163339495658875
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0.7831715941429138
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0.7831715941429138
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0.7769480347633362
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0.7695162892341614
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