Parameter estimation of smooth threshold autoregressive models.
Year of publication: |
1998
|
---|---|
Authors: | Nur, Darfiana |
Publisher: |
Curtin University of Technology, School of Mathematics and Statistics. |
Subject: | parameter estimation | STAR model | smooth threshold autoregressive model |
-
Modelling nonlinear behavior of labor force participation rate by STAR: An application for Turkey
Cengiz, Sibel, (2014)
-
A Regime-Switching Analysis of the Impact of Oil Price Changes on the Economies of U.S. States
Kang, Wei, (2011)
-
Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey
Cengiz, Sibel, (2013)
- More ...
-
Phase randomisation: a convergence diagnostic test for MCMC
Wolff, Rodney C, (2006)
-
Recentered importance sampling with applications to Bayesian model validation
Nur, Darfiana, (2013)
-
Bayesian hidden Markov model for DNA sequence segmentation: A prior sensitivity analysis
Nur, Darfiana, (2009)
- More ...