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"On MCMC sampling in self-exciting integer-valued threshold time series models."

Kai Yang et al. (2022)

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DOI: 10.1016/J.CSDA.2021.107410

access: closed

type: Journal Article

metadata version: 2022-10-13

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Kai Yang, Xinyang Yu, Qingqing Zhang, Xiaogang Dong:
On MCMC sampling in self-exciting integer-valued threshold time series models. Comput. Stat. Data Anal. 169: 107410 (2022)

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