Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs (Q6067517)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs |
scientific article; zbMATH DE number 7767147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs |
scientific article; zbMATH DE number 7767147 |
Statements
Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs (English)
0 references
17 November 2023
0 references
Bayesian statistical inference
0 references
MB-TARMAX model
0 references
MCMC method
0 references
Gibbs sampler
0 references
Hamilton Monte Carlo algorithm
0 references
Metropolis-Hastings algorithm
0 references
0 references
0 references
0 references
0 references
