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当噪声过程分布属于高斯方差混合类时多元TAR模型的贝叶斯估计

Bayesian estimation of a multivariate TAR model when the noise process distribution belongs to the class of Gaussian variance mixtures

International Journal of Forecasting · 2025
被引 0
ABS 3
计量经济学贝叶斯统计多元时间序列阈值自回归模型