A Bayesian nonlinearity test for threshold moving average models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2010
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2010.00667.x