A Bayesian analysis of generalized threshold autoregressive models
type: Item
instance of: scholarly article
title: A Bayesian analysis of generalized threshold autoregressive models
zbMATH Open document ID: 0933.62084
DOI: 10.1016/S0167-7152(98)00077-7
author: Cathy W. S. Chen
published in: Statistics \& Probability Letters
publication date: 2000-04-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 1368757
zbMATH Keywords: MCMC method
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: Metropolis algorithm
zbMATH Keywords: generalized TAR models
zbMATH Keywords: Markov chain Monte Carlo
MaRDI profile type: Publication
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full work available at URL: s0167-7152(98)00077-7
OpenAlex ID: W1969638824
description: scientific article; zbMATH DE number 1368757