Bayesian analysis of threshold autoregressive moving average models (Q2736957)
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scientific article; zbMATH DE number 1645043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of threshold autoregressive moving average models |
scientific article; zbMATH DE number 1645043 |
Statements
11 September 2001
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ARMA models
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predictive distribution
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rearrangement autoregression
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TARMA model
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threshold
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Gibbs sampler
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Metropolis-Hastings algorithm
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Bayesian analysis of threshold autoregressive moving average models (English)
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