Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the switching regression model with autocorrelated errors |
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Bayesian estimation of the switching regression model with autocorrelated errors (English)
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1982
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Bayesian estimation
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switching regression model
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first-order autoregressive process
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posterior distributions
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numerical studies
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conditional distributions
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