A Bayesian analysis of moving average processes with time-varying parameters (Q1020904): 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/10.1016/j.csda.2007.04.001 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2079429443 / rank | |||
Normal rank |
Revision as of 01:46, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Bayesian analysis of moving average processes with time-varying parameters |
scientific article |
Statements
A Bayesian analysis of moving average processes with time-varying parameters (English)
0 references
2 June 2009
0 references
Bayesian models
0 references
forecasting
0 references
time series
0 references
moving average
0 references
time-varying parameters
0 references
locally stationary processes
0 references
London Metal Exchange
0 references