Bayesian estimation of switching ARMA models (Q1808545)
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scientific article; zbMATH DE number 1369424
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| English | Bayesian estimation of switching ARMA models |
scientific article; zbMATH DE number 1369424 |
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Bayesian estimation of switching ARMA models (English)
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1999
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Markov model
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Moving average model
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Hidden Markov chain
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MCMC algorithm
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ARMA model
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Convergence control
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Prior feedback
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0.91803694
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0.91116524
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0.90377015
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0.9005084
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