"Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) ..."

Esmail Amiri (2002)

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DOI: 10.1007/978-3-642-57489-4_24

access: closed

type: Conference or Workshop Paper

metadata version: 2020-04-27

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Esmail Amiri:
Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC). COMPSTAT 2002: 189-194

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