Bayesian Analysis of the Functional-Coefficient Autoregressive Heteroscedastic Model

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Bibliographic Details
Published in:Bayesian analysis 2014-01, Vol.9 (2)
Main Authors: Song, Xin-Yuan, Cai, Jing-Heng, Feng, Xiang-Nan, Jiang, Xue-Jun
Format: Article
Language:English
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ISSN:1936-0975
DOI:10.1214/14-BA865