A Bayesian regime-switching time-series model (Q3103191): Difference between revisions

@@ Property / author @@
-Jae-Hee Kim
@@ Property / author: Jae-Hee Kim / rank @@
-Normal rank
@@ Property / author @@
+Jae-Hee Kim
@@ Property / author: Jae-Hee Kim / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+FinTS
@@ Property / describes a project that uses: FinTS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2010.00670.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1832123258
@@ Property / OpenAlex ID: W1832123258 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of switching ARMA models
@@ Property / cites work: Bayesian estimation of switching ARMA models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and comparison of multiple change-point models
+Normal rank
@@ Property / cites work @@
+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Specification testing in Markov-switching time-series models
+Normal rank
@@ Property / cites work @@
+Autoregressive processes with data-driven regime switching
+Normal rank
@@ Property / cites work @@
+ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian forecasting and dynamic models.
@@ Property / cites work: Bayesian forecasting and dynamic models. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stock liquidation in a regime switching model with finite time horizon
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3103191