Bayesian inference for threshold moving average models
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Bibliographic InfoArticle provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.
Volume (Year): LXI (2003)
Issue (Month): 1 ()
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- De Gooijer, Jan G. & Kumar, Kuldeep, 1992. "Some recent developments in non-linear time series modelling, testing, and forecasting," International Journal of Forecasting, Elsevier, vol. 8(2), pages 135-156, October.
- Chen, Cathy W. S., 1998. "A Bayesian analysis of generalized threshold autoregressive models," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 15-22, September.
- Maria Barbieri & Caterina Conigliani, 1998. "Bayesian analysis of autoregressive time series with change points," Statistical Methods and Applications, Springer, vol. 7(3), pages 243-255, December.
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