Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy

DOI10.1080/02664763.2020.1801606OpenAlexW3046499414MaRDI QIDQ5861442

Mario Giacomazzo, Yiannis Kamarianakis

Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1801606

zbMATH Keywords

subset selectionnonlinear time seriesregime-switching modelsthreshold autoregressive modelhorseshoe priorurban networktraffic occupancy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62Pxx)

Related Items

Editorial to special issue V WCDANM 2018

Uses Software

• BayesReg

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