A Bayesian analysis of moving average processes with time-varying parameters (Q1020904)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Bayesian analysis of moving average processes with time-varying parameters
scientific article

    Statements

    A Bayesian analysis of moving average processes with time-varying parameters (English)
    0 references
    2 June 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian models
    0 references
    forecasting
    0 references
    time series
    0 references
    moving average
    0 references
    time-varying parameters
    0 references
    locally stationary processes
    0 references
    London Metal Exchange
    0 references
    0 references
    0 references