Bayesian Analysis of Multiplicative Seasonal Threshold Autoregressive Processes

DOI10.15446/rce.v43n2.81261zbMath1454.62259OpenAlexW3049172777MaRDI QIDQ5140672

Fabio H. Nieto, Joaquín González

Publication date: 16 December 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v43n2.81261

zbMATH Keywords

Bayesian analysisseasonalitynonlinearitythreshold autoregressive modelsexogenous variablemultiplicative model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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