Bayesian estimation and model selection of a multivariate smooth transition autoregressive model

DOI10.1002/env.2615zbMATH Open1545.62846MaRDI QIDQ6626167

Glen jun. Livingston, D. Nur

Publication date: 28 October 2024

Published in: Environmetrics (Search for Journal in Brave)

zbMATH Keywords

multivariate time seriesBayesianreversible jump MCMCpaleoclimateicelandic river flowsmooth transition AR

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

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