A Bayesian analysis of moving average processes with time-varying parameters
type: Item
instance of: scholarly article
title: A Bayesian analysis of moving average processes with time-varying parameters
zbMATH Open document ID: 1452.62683
published in: Computational Statistics and Data Analysis
publication date: 2009-06-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5560210
zbMATH Keywords: Bayesian models
zbMATH Keywords: forecasting
zbMATH Keywords: time series
zbMATH Keywords: moving average
zbMATH Keywords: time-varying parameters
zbMATH Keywords: locally stationary processes
zbMATH Keywords: London Metal Exchange
author: Kostas Triantafyllopoulos
author: G. P. Nason
MaRDI profile type: Publication
full work available at URL: j.csda.2007.04.001
OpenAlex ID: W2079429443
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DOI: 10.1016/J.CSDA.2007.04.001
description: scientific article; zbMATH DE number 5560210