Bayesian analysis of mixture autoregressive models covering the complete parameter space (Q2155024)

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Bayesian analysis of mixture autoregressive models covering the complete parameter space
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    Bayesian analysis of mixture autoregressive models covering the complete parameter space (English)
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    15 July 2022
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    mixture autoregressive model
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    stationarity
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    MCMC methods
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    model selection
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    forecasting
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