On hysteretic vector autoregressive model with applications (Q5107318)
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scientific article; zbMATH DE number 7193720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On hysteretic vector autoregressive model with applications |
scientific article; zbMATH DE number 7193720 |
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On hysteretic vector autoregressive model with applications (English)
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27 April 2020
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hysteresis
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nonlinear Granger causality
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Markov chain Monte Carlo method
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scale mixture of normal distributions
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multivariate Student-\(t\) distribution
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posterior odds ratio
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