Bayesian estimation and model selection of a multivariate smooth transition autoregressive model

Mathematics

• Transition Model 100%
• Bayesian Model 80%
• Bayesian Estimation 78%
• Autoregressive Model 78%
• Model Selection 71%
• Markov Chain Monte Carlo Algorithms 34%
• Posterior distribution 28%
• Reversible Jump Markov Chain Monte Carlo 20%
• Nonlinear Time Series 19%
• Metropolis-Hastings 19%
• Multivariate Time Series 18%
• Simulator 18%
• Gibbs Sampler 17%
• Multivariate Models 16%
• Time Series Models 16%
• Transition Matrix 15%
• Conditional Distribution 14%
• Model 14%
• Joint Distribution 13%
• Simulation Study 10%
• Design 8%
• Coefficient 7%
• Estimate 6%

Earth & Environmental Sciences

• transition 44%
• Markov chain 31%
• parameter 24%
• matrix 17%
• metropolis 16%
• sampler 13%
• simulator 13%
• distribution 10%
• time series 9%
• simulation 6%