Bayesian subset selection for threshold autoregressive moving-average models
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Volume (Year): 26 (2011)
Issue (Month): 1 (March)
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- Cathy W. S. Chen & Mike K. P. So, 2003. "Subset threshold autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 49-66.
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