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Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach.
Rubing Liang
Qiang Xia
Jiazhu Pan
Jinshan Liu
Published in:
Commun. Stat. Simul. Comput. (2017)
Keyphrases
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moving average
arma model
autoregressive moving average
autoregressive
monte carlo simulation
long term
model selection
image processing
probabilistic model
higher order
parameter estimation
non stationary