On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110)
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scientific article; zbMATH DE number 7476343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On MCMC sampling in self-exciting integer-valued threshold time series models |
scientific article; zbMATH DE number 7476343 |
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On MCMC sampling in self-exciting integer-valued threshold time series models (English)
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18 February 2022
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integer-valued time series
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threshold autoregressive model
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Bayesian inference
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MCMC sampling
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latent variables
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