Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
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
|
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 |
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