Multi-scale and hidden resolution time series models
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Publication:5965300
DOI10.1214/06-BA131zbMath1332.62320OpenAlexW2127604212MaRDI QIDQ5965300
David M. Higdon, Herbert K. H. Lee, Marco A. R. Ferreira, Mike West
Publication date: 2 March 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1340370948
autoregressive modelsBayesian inferencecombination of multi-resolution informationJeffrey's rule of conditioningmulti-scale stochastic modelsmulti-scale time series models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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