A Bayesian regime-switching time-series model (Q3103191): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: FinTS / rank | |||
Normal rank | |||
Revision as of 14:54, 29 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
