A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695)
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scientific article; zbMATH DE number 6609325
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| English | A flexible approach to parametric inference in nonlinear and time varying time series models |
scientific article; zbMATH DE number 6609325 |
Statements
A flexible approach to parametric inference in nonlinear and time varying time series models (English)
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4 August 2016
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Bayesian
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structural break
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threshold autoregressive
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regime switching
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state space model
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0.7879346013069153
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0.7832534313201904
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0.7524340152740479
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0.7514791488647461
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