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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| Main Authors: | , , |
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| 格式: | 雜誌 |
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2018
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| 在線閱讀: | 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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