|
On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes.
点击次数：
发表刊物：Journal of Statistical Computation and Simulation
关键字：Integer-valued time series Threshold autoregressive model Bayesian inference MCMC sampling Latent variables
合写作者：于鑫洋,张庆庆,董小刚
第一作者：杨凯
论文类型：期刊论文
是否译文：否
收录刊物：SCI