Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models (Q5249201)
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scientific article; zbMATH DE number 6432417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models |
scientific article; zbMATH DE number 6432417 |
Statements
Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models (English)
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29 April 2015
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Bayesian model average
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free-knot splines
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posterior predictive distribution
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reversible-jump sampler
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time series
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