A Bayesian analysis of moving average processes with time-varying parameters (Q1020904)
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scientific article; zbMATH DE number 5560210
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Bayesian analysis of moving average processes with time-varying parameters |
scientific article; zbMATH DE number 5560210 |
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A Bayesian analysis of moving average processes with time-varying parameters (English)
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2 June 2009
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Bayesian models
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forecasting
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time series
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moving average
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time-varying parameters
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locally stationary processes
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London Metal Exchange
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0.7901436686515808
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0.7901436686515808
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0.7823108434677124
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0.7801299691200256
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