Pan, Jiazhu; Xia, Qiang; Liu, Jinshan Bayesian analysis of multiple thresholds autoregressive model. (English) Zbl 1417.62255 Comput. Stat. 32, No. 1, 219-237 (2017). MSC: 62M10 62F15 65C40 PDFBibTeX XMLCite \textit{J. Pan} et al., Comput. Stat. 32, No. 1, 219--237 (2017; Zbl 1417.62255) Full Text: DOI Link
Xia, Qiang; Liu, Jinshan; Pan, Jiazhu; Liang, Rubing Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs. (English) Zbl 1237.62127 Commun. Stat., Theory Methods 41, No. 4-6, 1089-1104 (2012). MSC: 62M10 62F15 65C40 65C60 PDFBibTeX XMLCite \textit{Q. Xia} et al., Commun. Stat., Theory Methods 41, No. 4--6, 1089--1104 (2012; Zbl 1237.62127) Full Text: DOI
Xia, Qiang; Pan, Jiazhu; Zhang, Zhiqiang; Liu, Jinshan A Bayesian nonlinearity test for threshold moving average models. (English) Zbl 1226.62026 J. Time Ser. Anal. 31, No. 5, 329-336 (2010). MSC: 62F15 62M10 62M07 65C05 65C60 PDFBibTeX XMLCite \textit{Q. Xia} et al., J. Time Ser. Anal. 31, No. 5, 329--336 (2010; Zbl 1226.62026) Full Text: DOI Link