BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS

Journal of Time Series Analysis

Volumn 16, Issue 5, 1995, Pages 483-492

  Chen, Cathy W S ^a,b   Lee, Jack C ^a,b  

^a FENG CHIA UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Arranged autoregression; changepoints; Gibbs sampler; Metropolis algorithm; threshold autogressive model

Indexed keywords

EID: 84981425447     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1995.tb00248.x     Document Type: Article

References (25)

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