Bayesian Analysis of Endogenous Delay Threshold Models
为内生延迟阈值自回归模型开发了贝叶斯分析方法，并应用于太阳黑子数据，发现该模型优于线性模型和传统阈值自回归模型。
We develop Bayesian methods of analysis for a new class of threshold autoregressive models: endogenous delay threshold. We apply our methods to the commonly used sunspot data set and find strong evidence in favor of the Endogenous Delay Threshold Autoregressive (EDTAR) model over linear and traditional threshold autoregressions.