A Bayesian regime-switching time-series model (Q3103191): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00670.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1832123258 / rank | |||
Normal rank | |||
Revision as of 00:07, 20 March 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
