A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695)
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English | A flexible approach to parametric inference in nonlinear and time varying time series models |
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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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