Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution
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Publication:5079959
DOI10.1080/03610926.2019.1669807OpenAlexW2977794833MaRDI QIDQ5079959
Lizet Viviana Romero Orjuela, Sergio Alejandro Calderón Villanueva
Publication date: 30 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1669807
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Cites Work
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- TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t-Distribution
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