Bayesian subset selection for threshold autoregressive moving-average models

Computational Statistics

Volumn 26, Issue 1, 2011, Pages 1-30

  Chen, Cathy W S ^a   Liu, Feng Chi ^a   Gerlach, Richard ^b  

^a FENG CHIA UNIVERSITY   (Taiwan)

^b UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Bayesian model averaging; Mixture normal distribution; Stochastic search variable selection method

Indexed keywords

EID: 79251594001     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-010-0198-0     Document Type: Article

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