Pages that link to "Item:Q3103191"
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The following pages link to A Bayesian regime-switching time-series model (Q3103191):
Displaying 12 items.
- A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
- A new approach to model regime switching (Q341901) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- A self-tuning model for inflation rate dynamics (Q720159) (← links)
- A two-state regime switching autoregressive model with an application to river flow analysis (Q997301) (← links)
- Bayesian estimation of switching ARMA models (Q1808545) (← links)
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543) (← links)
- Time-series model with periodic stochastic regime switching. I: Theory (Q2704141) (← links)
- (Q5120591) (← links)
- A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116) (← links)
- Regime switching models for circular and linear time series (Q6135353) (← links)
