Pages that link to "Item:Q4677025"
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The following pages link to Bayesian selection of threshold autoregressive models (Q4677025):
Displaying 8 items.
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Subset selection of double-threshold moving average models through the application of the Bayesian method (Q2073563) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- Model selection in threshold models (Q2784959) (← links)
- Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743) (← links)
- Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
- Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (Q4921600) (← links)
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
