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Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach.

Rubing LiangQiang XiaJiazhu PanJinshan Liu
Published in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
  • 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