Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028)

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Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model
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    Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (English)
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    21 December 2015
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    nonlinear time series
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    autoregressive heteroscedastic models
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    Bayesian P-splines
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    MCMC methods
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    Bayes factor
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