Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs
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Publication:6067517
DOI10.1080/03610926.2022.2068030MaRDI QIDQ6067517
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Publication date: 17 November 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Gibbs samplerMetropolis-Hastings algorithmMCMC methodBayesian statistical inferenceHamilton Monte Carlo algorithmMB-TARMAX model
Cites Work
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