Esmail Amiri. Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC). In Wolfgang K. Härdle, Bernd Rönz, editors, COMPSTAT 2002, Proceedings in Computational Statistics, 15th Symposium, Berlin, Germany, August 24-28, 2002. pages 189-194, Springer, 2002. [doi]
Abstract is missing.