Bayesian subset selection for threshold autoregressive moving-average models
| Year of publication: |
2011
|
|---|---|
| Authors: | Chen, Cathy ; Liu, Feng ; Gerlach, Richard |
| Published in: |
Computational Statistics. - Springer. - Vol. 26.2011, 1, p. 1-30
|
| Publisher: |
Springer |
| Subject: | Bayesian model averaging | Mixture normal distribution | Stochastic search variable selection method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925420