Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (Q3298672)

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Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC)
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    Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (English)
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    15 July 2020
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    nonlinear time series
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    threshold autoregressive models
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    Markov chain Monte Carlo (MCMC)
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    Gibbs sampler
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