Publication:2736957
From MaRDI portal
zbMath0978.62085MaRDI QIDQ2736957
Thelma Sáfadi, Pedro Alberto Morettin
Publication date: 11 September 2001
Gibbs sampler; Metropolis-Hastings algorithm; threshold; ARMA models; predictive distribution; rearrangement autoregression; TARMA model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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