Bayesian inference in nonlinear univariate time series : investigation of GSTUR and SB models
In the literature, many statistical models have been used to investigate the existence of a deterministic time trend, changing persistence and nonlinearity in macroeconomic and financial data. Good understanding of these properties in a univariate time series model is crucial when making forecasts....
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University of Leicester
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495540 |