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

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Revision as of 00:07, 20 March 2024

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A Bayesian regime-switching time-series model
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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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