BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
β Scribed by John Geweke; Nobuhiko Terui
- Book ID
- 111039718
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 670 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0143-9782
No coin nor oath required. For personal study only.
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## Abstract Forecasting for nonlinear time series is an important topic in time series analysis. Existing numerical algorithms for multiβstepβahead forecasting ignore accuracy checking, alternative Monte Carlo methods are also computationally very demanding and their accuracy is difficult to contro