Bayesian inference for threshold moving average models
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References listed on IDEAS
- 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.
- Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599, April.
- 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 & Applications, Springer;Società Italiana di Statistica, vol. 7(3), pages 243-255, December.
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- Qiang Xia & Jiazhu Pan & Zhiqiang Zhang & Jinshan Liu, 2010. "A Bayesian nonlinearity test for threshold moving average models," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 329-336, September.
- Jiazhu Pan & Qiang Xia & Jinshan Liu, 2017. "Bayesian analysis of multiple thresholds autoregressive model," Computational Statistics, Springer, vol. 32(1), pages 219-237, March.
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