贝叶斯量化推断和滞后量化自回归模型的阶次收缩

IF 1.1 4区数学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Computation and Simulation Pub Date : 2024-05-28 DOI:10.1080/00949655.2024.2359607

Bo Peng, Kai Yang, Xiaogang Dong, Chunjing Li

引用次数: 0

摘要

滞后量级自回归模型结合了滞后模式和量级自回归，可以捕捉不同量级的动态关系和非线性特征。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bayesian quantile inference and order shrinkage for hysteretic quantile autoregressive models

Hysteretic quantile autoregressive model combines the hysteretic patterns and quantile autoregression, which can capture the dynamic relationship and nonlinear characteristics at different quantile...

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来源期刊

Journal of Statistical Computation and Simulation 数学-计算机：跨学科应用

CiteScore

2.30

自引率

8.30%

发文量

156

审稿时长

4-8 weeks

期刊介绍： Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer. Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems. JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented. Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.