Bayesian prediction in threshold autoregressive models with exponential white noise
type: Item
instance of: scholarly article
title: Bayesian prediction in threshold autoregressive models with exponential white noise
zbMATH Open document ID: 1110.62037
DOI: 10.1007/BF02603000
author: Isabel Pereira
author: M. Antonia Amaral-Turkman
published in: Test
publication date: 2007-05-25T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5157098
zbMATH Keywords: threshold model
zbMATH Keywords: Bayesian prediction
zbMATH Keywords: Gibbs sampler
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5157098