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    • Bayesian Analysis of Multivariate Threshold Autoregressive Models with Missing Data 

      Calderón Villanueva, Sergio Alejandro
      In some fields, we are forced to work with missing data in multivariate time series, unfortunately the analysis in this context cannot be done as in the case of complete data. Bayesian analysis of multivariate thresholds ...
      Universidad Nacional de Colombia Sede Bogotá Facultad de Ciencias Departamento de Estadística.