On inference for threshold autoregressive models.
type: Item
instance of: scholarly article
title: On inference for threshold autoregressive models.
zbMATH Open document ID: 1109.62350
DOI: 10.1007/BF02595729
author: O. Stramer
author: Yu-Jau Lin
published in: Test
publication date: 2003-05-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 1911833
zbMATH Keywords: Bayesian model comparison
zbMATH Keywords: reversible jump
zbMATH Keywords: threshold autoregression
zbMATH Keywords: Wolfe's sunspot
MaRDI profile type: Publication
cites work: A candidate's formula: A curious result in Bayesian prediction
cites work: Bayesian analysis of threshold autoregressions
cites work: Q4845386
cites work: Marginal Likelihood From the Metropolis–Hastings Output
cites work: BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
cites work: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
cites work: Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
cites work: Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
cites work: Random coefficient autoregressive models: an introduction
cites work: STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
cites work: Estimating the dimension of a model
cites work: An introduction to bispectral analysis and bilinear time series models
cites work: Q3999154
cites work: MCMC methods for restoration of nonlinearly distorted autoregressive signals.
full work available at URL: https://doi.org/10.1007/bf02595729
OpenAlex ID: W2099673056
description: scientific article; zbMATH DE number 1911833