Testing a Linear ARMA Model against Threshold-ARMA Models:...

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Communications in Statistics - Simulation and Computation 2015 / 03

Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach

Liang, Rubing, Xia, Qiang, Pan, Jiazhu, Liu, Jinshan
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Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2014.1002616
Date:
March, 2015
File:
PDF, 312 KB
english, 2015
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