Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (Q4921600)
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scientific article; zbMATH DE number 6162284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models |
scientific article; zbMATH DE number 6162284 |
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Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (English)
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13 May 2013
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Bayesian model choice
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nonlinear time series
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regime-switching models
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RJMCMC
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threshold autoregressive (TAR) models
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