Predictive density criterion for SETAR models

DOI10.1080/03610918.2019.1653915MaRDI QIDQ5082828zbMATH OpenOpenAlexFDO

Authors Abderaouf Khalfi, Fayçal Hamdi

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1653915

zbMATH Keywords

nonlinear time seriesBayesian approachSETAR modelpredictive density criterionmodel selection problem

Mathematics Subject Classification ID

Statistics (62-XX)

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