article · Journal of Modern Applied Statistical Methods · 2011
Bayesian Threshold Moving Average Models
Mahmoud M. Smadi, M. T. Alodat
Cited by 3Open access
Abstract
A Bayesian approach in threshold moving average model for time series with two regimes is provided. The posterior distribution of the delay and threshold parameters are used to examine and investigate the intrinsic characteristics of this nonlinear time series model. The proposed approach is applied to both simulated data and a real data set obtained from a chemical system. Key words: Threshold time series, moving average model, Bayesian
Cite this paper
Smadi, M. M., & Alodat, M. T. (2011). Bayesian Threshold Moving Average Models. Journal of Modern Applied Statistical Methods, 10(1), 262–267. https://doi.org/10.22237/jmasm/1304223720
Smadi, Mahmoud M., and M. T. Alodat. “Bayesian Threshold Moving Average Models.” Journal of Modern Applied Statistical Methods, vol. 10, no. 1, 2011, pp. 262–67, https://doi.org/10.22237/jmasm/1304223720.
Smadi, Mahmoud M., and M. T. Alodat. 2011. “Bayesian Threshold Moving Average Models.” Journal of Modern Applied Statistical Methods 10 (1): 262–67. https://doi.org/10.22237/jmasm/1304223720.
Smadi, M.M. and Alodat, M.T. (2011) ‘Bayesian Threshold Moving Average Models’, Journal of Modern Applied Statistical Methods, 10(1), pp. 262–267. Available at: https://doi.org/10.22237/jmasm/1304223720.
@article{smadi2011bayesian,
title = {{Bayesian Threshold Moving Average Models}},
author = {Smadi, Mahmoud M. and Alodat, M. T.},
journal = {Journal of Modern Applied Statistical Methods},
volume = {10},
number = {1},
pages = {262--267},
year = {2011},
doi = {10.22237/jmasm/1304223720}
}Made from the index record. Check names, capitalisation and page numbers against the paper. Need another style? AI for Research has over 10,000.
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