Bayesian Analysis of Threshold Autoregressive Moving...

Bayesian Analysis of Threshold Autoregressive Moving Average Models

Thelma Sáfadi and Pedro A. Morettin
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Volume:
62
Journal:
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)
DOI:
10.2307/25053151
Date:
December, 2000
File:
PDF, 1.83 MB
2000
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