Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907)
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scientific article; zbMATH DE number 6036691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs |
scientific article; zbMATH DE number 6036691 |
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Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (English)
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18 May 2012
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Gibbs sampler
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Metropolis-Hastings algorithm
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TARMAX model
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