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

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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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