Bayesian inference for order determination of double threshold variables autoregressive models
Xiaobing Zheng, Qiang Xia and Rubing Liang
| Year of publication: |
2023
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|---|---|
| Authors: | Zheng, Xiaobing ; Xia, Qiang ; Liang, Rubing |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 4, p. 567-587
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| Subject: | Bayesian inference | DT-AR model | MCMC algorithm | reversible-jump | unknown order | Bayes-Statistik | Theorie | Theory | Induktive Statistik | Statistical inference | Autokorrelation | Autocorrelation | Algorithmus | Algorithm | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2020-0096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014372915