Bayesian empirical likelihood inference and order shrinkage for autoregressive models
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Publication:2122804
Cites work
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Cited in
(14)- Bayesian empirical likelihood inference for the generalized binomial AR(1) model
- Penalized empirical likelihood inference for the GINAR(p) model
- Order shrinkage and selection for the INGARCH(p,q) model
- Bayesian inference for a mixture double autoregressive model
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- Bayesian empirical likelihood inference for the mean absolute deviation
- Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
- Variable selection for quantile autoregressive model: Bayesian methods versus classical methods
- A review of recent advances in empirical likelihood
- Empirical likelihood with twice censored data
- Bayesian analysis for a threshold double autoregressive model with explanatory variables
- Bayesian quantile inference and order shrinkage for hysteretic quantile autoregressive models
- Shrinkage estimation and order selection in threshold autoregressive models via Bayesian empirical likelihood
- Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model
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