A Bayesian regime-switching time-series model (Q3103191)
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scientific article; zbMATH DE number 5981239
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| default for all languages | No label defined |
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| English | A Bayesian regime-switching time-series model |
scientific article; zbMATH DE number 5981239 |
Statements
A Bayesian regime-switching time-series model (English)
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26 November 2011
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autoregressive model
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Bayesian information criterion
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regime-switching model
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stochastic approximation Monte Carlo
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switching points
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0.7837806344032288
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0.7809683680534363
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0.7794861197471619
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0.7788777351379395
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0.7766714096069336
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