Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167)
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scientific article; zbMATH DE number 7933311
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation and model selection of a multivariate smooth transition autoregressive model |
scientific article; zbMATH DE number 7933311 |
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Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (English)
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28 October 2024
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Bayesian
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icelandic river flow
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multivariate time series
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paleoclimate
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reversible jump MCMC
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smooth transition AR
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