Bayesian time-varying autoregressions: Theory, methods and applications. (Q2766503)
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scientific article; zbMATH DE number 1696414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian time-varying autoregressions: Theory, methods and applications. |
scientific article; zbMATH DE number 1696414 |
Statements
28 January 2002
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dynamic linear models
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model uncertainty
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MCMC simulation
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time series decompositions
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TVAR models
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Bayesian time-varying autoregressions: Theory, methods and applications. (English)
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