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
- Luis Hernando Vanegas
- S. Calderón 通讯
- Luz Marina Rondón
计量经济学贝叶斯统计多元时间序列阈值自回归模型