On Continuous Time Threshold Autoregressive Model : a BayesianApplication
碩士 === 中原大學 === 應用數學研究所 === 94 === The non-linear continuous time models have important applications in time series analysis. However, their likelihood functions are usually not available. As a result, the analysis is trickier than that of their discrete time conunterparts. In this study, we use t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46853031482626088317 |