Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model |
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Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (English)
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4 January 2017
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heteroscedastic autoregressive process
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Bayesian time series model
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multiple structural changes
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stochastic approximation Monte Carlo
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Gibbs sampling
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