A Bayesian regime-switching time-series model (Q3103191): Difference between revisions
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Revision as of 03:23, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian regime-switching time-series model |
scientific article |
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A Bayesian regime-switching time-series model (English)
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26 November 2011
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autoregressive model
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Bayesian information criterion
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regime-switching model
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stochastic approximation Monte Carlo
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switching points
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