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- W1515676410 abstract "In nonlinear time series analysis a Threshold Autoregressive model (TAR) is considered as an approximation to a Nonlinear autoregressive process(NLAR). A TAR model is a piece-wise linear model over the state space. It is linear in the space of the thresholds." @default.
- W1515676410 created "2016-06-24" @default.
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- W1515676410 date "2002-01-01" @default.
- W1515676410 modified "2023-09-26" @default.
- W1515676410 title "Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC)" @default.
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- W1515676410 doi "https://doi.org/10.1007/978-3-642-57489-4_24" @default.
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