Bayesian prediction in threshold autoregressive models with exponential white noise
Year of publication: |
2004
|
---|---|
Authors: | Pereira, Isabel ; Amaral-Turkman, M. Antonia |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 13.2004, 1, p. 45-64
|
Publisher: |
Springer |
Subject: | Threshold model | Bayesian prediction | Gibbs sampler | 62CF15 |
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