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40 (2)

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Nieto, Fabio H. (2)
Zhang, Hanwen (2)

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Bayesian Statistics (1)
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Year: 2008 Year: 2019 Year: 2011 Year: 2015 Repository: 27 Repository: 60 Subject: Mathematical statistics -- Data processing Author: Zhang, Hanwen

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Title: Modelamiento TAR con datos faltantes cuando el proceso del ruido blanco tiene una distribución t de Student
Author: Zhang, Hanwen / Nieto, Fabio H.
Language: Desconocido
Repository: 40
Subject: Datos faltantes / Estadística Bayesiana / Modelo autoregresivo de umbrales / Muestreador de Gibbs / Pronóstico / Series de tiempo / Bayesian Statistics / Gibbs Sampler / Missing Data / Forecasting / Time Series / Threshold Autoregressive Model

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Title: Using the reversible jump MCMC procedure for identifying and estimating univariate TAR models
Author: Nieto, Fabio H. / Zhang, Hanwen
Language: Desconocido
Repository: 40
Subject: Bayesian model choice / Nonlinear time series / Regime-switching models / RJMCMC / Threshold autoregressive (TAR) models

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