Bayesian inference for order determination of double threshold variables autoregressive models (Q6553223)
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scientific article; zbMATH DE number 7863049
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| English | Bayesian inference for order determination of double threshold variables autoregressive models |
scientific article; zbMATH DE number 7863049 |
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Bayesian inference for order determination of double threshold variables autoregressive models (English)
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11 June 2024
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Bayesian inference
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DT-AR model
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MCMC algorithm
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reversible-jump
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unknown order
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