A Bayesian regime-switching time-series model (Q3103191): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 21:50, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Bayesian regime-switching time-series model |
scientific article |
Statements
A Bayesian regime-switching time-series model (English)
0 references
26 November 2011
0 references
autoregressive model
0 references
Bayesian information criterion
0 references
regime-switching model
0 references
stochastic approximation Monte Carlo
0 references
switching points
0 references