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Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models - MaRDI portal

Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models (Q5249201)

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scientific article; zbMATH DE number 6432417
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Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models
scientific article; zbMATH DE number 6432417

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    Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models (English)
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    29 April 2015
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    Bayesian model average
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    free-knot splines
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    posterior predictive distribution
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    reversible-jump sampler
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    time series
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