On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes

DOI10.1080/00949655.2023.2237159MaRDI QIDQ6552940

Ang Li, Xinyang Yu, Kai Yang, Xiaogang Dong

Publication date: 11 June 2024

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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