Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/4433
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pereira, IMS | pt |
dc.contributor.author | Amaral-Turkman, MA | pt |
dc.date.accessioned | 2011-11-28T16:19:36Z | - |
dc.date.available | 2011-11-28T16:19:36Z | - |
dc.date.issued | 2004 | - |
dc.identifier.issn | 1133-0686 | pt |
dc.identifier.uri | http://hdl.handle.net/10773/4433 | - |
dc.description.abstract | In this paper, we develop a Bayesian analysis of a threshold antoregressive model with exponential noise. An approximate Bayes methodology, which is introduced here; and the Gibbs sampler are used to compute marginal posterior densities for the parameters of the model; including the threshold parameter, and to compute one-step-ahead predictive density functions. The proposed methodology is illustrated with a simulation study and a real example. | pt |
dc.language.iso | eng | pt |
dc.publisher | Springer Verlag | pt |
dc.rights | openAccess | por |
dc.subject | Threshold model | pt |
dc.subject | Bayesian prediction | pt |
dc.subject | Gibbs sampler | pt |
dc.title | Bayesian prediction in threshold autoregressive models with exponential white noise | pt |
dc.type | article | pt |
dc.peerreviewed | yes | pt |
ua.distribution | international | pt |
degois.publication.firstPage | 45 | pt |
degois.publication.issue | 1 | - |
degois.publication.issue | 1 | pt |
degois.publication.lastPage | 64 | pt |
degois.publication.title | TEST | pt |
degois.publication.volume | 13 | pt |
dc.relation.publisherversion | http://www.springerlink.com/content/m546718w62437113/ | * |
Appears in Collections: | DMat - Artigos |
Files in This Item:
File | Description | Size | Format | |
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artigo.pdf | 207.94 kB | Adobe PDF | View/Open |
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