Pages that link to "Item:Q4921600"
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The following pages link to Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (Q4921600):
Displaying 5 items.
- Bayesian analysis of multivariate threshold autoregressive models with missing data (Q131173) (← links)
- Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models (Q1659251) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Reversible jump MCMC for inference in a deterministic individual–based model of tree growth for studying forest dynamics (Q6179508) (← links)
