Bayesian inference for order determination of double threshold variables autoregressive models
From MaRDI portal
(Redirected from Publication:6553223)
Cites work
- A Bayesian nonlinearity test for threshold moving average models
- A new look at the statistical model identification
- Bayesian analysis of autoregressive moving average processes with unknown orders
- Bayesian inference on periodicities and component spectral structure in time series
- Bayesian subset selection for two-threshold variable autoregressive models
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting
- Equation of state calculations by fast computing machines
- Estimating the dimension of a model
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- Marginal Likelihood From the Metropolis–Hastings Output
- Modeling by shortest data description
- Monte Carlo sampling methods using Markov chains and their applications
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- On inference for threshold autoregressive models.
- Quantile regression using RJMCMC algorithm
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Testing and Modeling Threshold Autoregressive Processes
- Theory and applications of TAR model with two threshold variables
- Threshold models in non-linear time series analysis
This page was built for publication: Bayesian inference for order determination of double threshold variables autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6553223)
