Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295)

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scientific article; zbMATH DE number 5374212
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Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data
scientific article; zbMATH DE number 5374212

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    Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (English)
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    26 November 2008
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    nonlinearity
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    model selection
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    Markov chain Monte Carlo
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    multiple test
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