Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922)
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scientific article; zbMATH DE number 5157098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian prediction in threshold autoregressive models with exponential white noise |
scientific article; zbMATH DE number 5157098 |
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Bayesian prediction in threshold autoregressive models with exponential white noise (English)
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25 May 2007
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threshold model
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Bayesian prediction
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Gibbs sampler
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