On MCMC sampling in self-exciting integer-valued threshold time series models
Kai Yang, Xinyang Yu, Qingqing Zhang, Xiaogang Dong
Topics & Concepts
Series (stratigraphy)Markov chain Monte CarloSampling (signal processing)MathematicsStatisticsInteger (computer science)Time seriesApplied mathematicsEconometricsAlgorithmComputer scienceMonte Carlo methodComputer visionFilter (signal processing)PaleontologyProgramming languageBiologyStatistical Methods and InferenceBayesian Methods and Mixture ModelsStatistical Methods and Bayesian Inference