Pages that link to "Item:Q5309311"
From MaRDI portal
The following pages link to Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311):
Displaying 5 items.
- Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295) (← links)
- Bayesian Subset Model Selection for Time Series (Q4677036) (← links)
- Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes (Q4677043) (← links)
- (Q4691619) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)