Bayesian selection of threshold autoregressive models (Q4677025)
From MaRDI portal
scientific article; zbMATH DE number 2169598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian selection of threshold autoregressive models |
scientific article; zbMATH DE number 2169598 |
Statements
Bayesian selection of threshold autoregressive models (English)
0 references
20 May 2005
0 references
reversible jump MCMC
0 references
SETAR model
0 references
order selection
0 references
