Bayesian Inference and Model Selection for Double Hysteretic Heteroskedastic Models
博士 === 逢甲大學 === 統計學系統計與精算碩士班 === 104 === Nonlinear time series models play an important role in describing and forecasting time series data. A natural approach to modeling time series data with nonlinear models is the threshold model, which is defined by different regimes for different dynamic behav...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/65727933638108860072 |