Pages that link to "Item:Q4593873"
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The following pages link to Bayesian inference for smooth transition autoregressive (STAR) model: A prior sensitivity analysis (Q4593873):
Displaying 5 items.
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
- Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (Q5079959) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)
