Bayesian analysis of multiple thresholds autoregressive...

Computational Statistics 2017 / 3 Vol. 32; Iss. 1

Bayesian analysis of multiple thresholds autoregressive model

Pan, Jiazhu, Xia, Qiang, Liu, Jinshan
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Volume:
32
Language:
english
Journal:
Computational Statistics
DOI:
10.1007/s00180-016-0673-3
Date:
March, 2017
File:
PDF, 1.05 MB
english, 2017
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