"Bayesian analysis of multiple thresholds autoregressive model."

Jiazhu Pan, Qiang Xia, Jinshan Liu (2017)

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DOI: 10.1007/S00180-016-0673-3

access: closed

type: Journal Article

metadata version: 2020-10-26

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Jiazhu Pan, Qiang Xia, Jinshan Liu:
Bayesian analysis of multiple thresholds autoregressive model. Comput. Stat. 32(1): 219-237 (2017)

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