Journal of Statistics: Advances in Theory and Applications[1] B. P. Carlin and S. Chib, Bayesian model choice via Markov chain
Monte Carlo methods, Journal of the Royal Statistical Society, Serie B
37(3) (1995), 473-484.
[2] H. Chen, T. T. Chong and J. Bai, Theory and applications of tar
model with two threshold variables, Econometric Reviews 31 (2012),
142-170.
[3] F. H. Nieto, Modelling bivariate threshold autoregressive
processes in the presence of missing data, Communications in
Statistics, Theory and Methods 34 (2005), 905-930.
[4] F. H. Nieto, Forecasting with univariate tar models, Statistical
Methodology 5 (2008), 263-276.
[5] T. Sáfadi and P. Morettin, Bayesian analysis of thresholds
autoregressive moving average models, The Indian Journal of Statistics
62 (2000), 353-371.
[6] H. Tong, On a Threshold Model in Pattern Recognition and Signal
Processing, C. H. Chen (Editor), Sijhoff & Noord-hoff, Amsterdam,
1978.
[7] R. S. Tsay, Testing and modelling threshold autoregressive
processes, Journal of American Statistical Association 84 (1989),
231-240.
[8] R. S. Tsay, Testing and modelling multivariate threshold models,
Journal of American Statistical Association 93 (1998), 1188-1202.
[9] T. Watanabe, On sampling the degree-of-freedom of
student’s-t disturbances, Statistics & Probability Letters 52
(2001), 177-181.
[10] Q. Xia, L. Liu, J. Pan and R. Liang, Bayesian analysis of
two-regime threshold autoregressive moving average model with
exogeneous inputs, Communications in Statistics-Theory and Methods 41
(2012), 1089-1104.
