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Pan, Jiazhu and Xia, Qiang and Liu, Jinshan (2016) Bayesian analysis of multiple thresholds autoregressive model. Computational Statistics.
Liang, Rubing and Xia, Qiang and Pan, Jiazhu and Liu, Jinshan (2015) Testing a linear ARMA Model against threshold-ARMA models : A Bayesian approach. Communications in Statistics - Simulation and Computation. ISSN 0361-0918
Xia, Qiang and Liu, Jinshan and Pan, Jiazhu and Liang, Rubing (2012) Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs. Communications in Statistics - Simulation and Computation, 41 (6). pp. 1089-1104. ISSN 0361-0918