Recently, there has been a lot of interest in modelling real data with a heavy-tailed distribution. A popular candidate is the so-called generalized autoregressive conditional heteroscedastic (GARCH) model. Unfortunately, the tails of GARCH models are not thick enough in some applications. In...

This study assessed household CO2 emissions (related to the consumption of necessary and luxury goods and services) of peasants and herdsmen households in arid-alpine regions in Gansu, Qinghai and Ningxia provinces, China. We also explored whether agriculture types, family income and family size...

China implemented the Sloping Land Conversion Program (SLCP) during 2001–2010, which led to the conversion of millions of hectares of marginal croplands to forests across 25 provinces involving 124million people and costing the government 233billionYuan. The objective of this study was to...

We propose a Bayesian test for nonlinearity of threshold moving average (TMA) models. First, we obtain the marginal posterior densities of all parameters, including the threshold and delay, of the TMA model using Gibbs sampler with the Metropolis-Hastings algorithm. And then, we adopt...