Time‐varying autoregressions with model order uncertainty (Q4677011)
From MaRDI portal
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)
0 references
20 May 2005
0 references
dynamic linear model
0 references
time-varying autoregressions
0 references
model uncertainty
0 references
time series decompositions
0 references
Markov chain
0 references
