Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach

Rubing Liang, Qiang Xia, Jiazhu Pan, Jinshan Liu. Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach. Communications in Statistics - Simulation and Computation, 46(2):1302-1317, 2017. [doi]

Abstract

Abstract is missing.