A bayesian change point with regime switching model

© 2016 by the Mathematical Association of Thailand. All rights reserved. This paper extends the threshold model to Markov Switching model in order to relax a linear function between dependent and independent variables. The model allows non-linear function using the idea of Threshold model. We conduc...

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Bibliographic Details
Main Authors: P. Pastpipatkul, S. Sriboonchitta, W. Yamaka
Format: Journal
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008352268&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55972
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Institution: Chiang Mai University

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