Symmetric Variants of Logistic Smooth Transition Autoregressive Models: Monte Carlo Evidences

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Dynamic Bayesian smooth transition autoregressive models

In this paper we propose the Gaussian Dynamic Bayesian Smooth Transition Autoregressive (DBSTAR) models for nonlinear autoregressive time series processes as alternative to both the classical Smooth Transition Autoregressive (STAR) models of Chan and Tong (1986) and the computational Bayesian STAR (CBSTAR) models of Lopes and Salazar (2005). The DBSTAR models are autoregressive formulations of ...

متن کامل

Monte Carlo transition probabilities

Transition probabilities governing the interaction of energy packets and matter are derived that allow Monte Carlo NLTE transfer codes to be constructed without simplifying the treatment of line formation. These probabilities are such that the Monte Carlo calculation asymptotically recovers the local emissivity of a gas in statistical and radiative equilibrium. Numerical experiments with one-po...

متن کامل

Transition Matrix Monte Carlo

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from independent simulations. In this paper, we describe an complementary approach to extracting information from Monte Carlo simulations that uses the matrix of transition...

متن کامل

Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study∗ (preliminary, do not quote)

Nonlinear Regime Switching models are becoming increasingly popular in recent applied literature, as they allow capturing state-dependent behaviors which would be otherwise impossible to model. However, despite their popularity, the specification and estimation of these type of models is computationally complex and it is far from being a univocally solved issue. This paper aims at contributing ...

متن کامل

Monte Carlo transition probabilities . II .

An abstract should be given The macroscopic quantizations of matter into macro-atoms and radiant and thermal energies into r-and k-energy packets initiated in Paper I is completed with the definition of transition probabilities governing energy flows to and from the thermal pool. The resulting Monte Carlo method is then applied to the problem of computing the hydrogen spectrum of a Type II supe...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Modern Applied Statistical Methods

سال: 2016

ISSN: 1538-9472

DOI: 10.22237/jmasm/1462077240