Time‐varying autoregressions with model order uncertainty (Q4677011): Difference between revisions
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Revision as of 01:15, 20 March 2024
scientific article; zbMATH DE number 2169586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time‐varying autoregressions with model order uncertainty |
scientific article; zbMATH DE number 2169586 |
Statements
Time‐varying autoregressions with model order uncertainty (English)
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20 May 2005
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dynamic linear model
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time-varying autoregressions
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model uncertainty
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time series decompositions
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Markov chain
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