Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Xiaobing Zheng, Kun Liang, Qiang Xia, Dabin Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Zheng, Xiaobing ; Liang, Kun ; Xia, Qiang ; Zhang, Dabin |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 3, p. 1175-1201
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| Subject: | Bayesian inference | Double-threshold | ARMA model | Markov Chain Monte Carlo | Stochastic search | Theorie | Theory | Bayes-Statistik | Markov-Kette | Markov chain | ARMA-Modell | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10124-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013169238