Bayesian estimation of a time varying parameter autoregression model
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- scientific article; zbMATH DE number 4199287 (Why is no real title available?)
- Bayesian estimation of time-varying parameters in dynamic state space models in the presence of discounted evolution variance
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- Time‐varying autoregressions with model order uncertainty
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- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
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- Stabilization of smoothness priors time-varying autoregressive models
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- Achieving shrinkage in a time-varying parameter model framework
- A simple class of Bayesian nonparametric autoregression models
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