Bayesian estimation of a time varying parameter autoregression model (Q2916174)
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scientific article; zbMATH DE number 6090754
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| English | Bayesian estimation of a time varying parameter autoregression model |
scientific article; zbMATH DE number 6090754 |
Statements
5 October 2012
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TVPAR model
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MCEM algorithm
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prior distribution
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Bayesian estimation of a time varying parameter autoregression model (English)
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0.8228132128715515
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0.8212912678718567
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0.8039751052856445
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0.802545964717865
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0.8021648526191711
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