Bayesian inference of autoregressive and functional-coefficient moving average models (Q5249201)

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scientific article; zbMATH DE number 6432417
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    Bayesian inference of autoregressive and functional-coefficient moving average models
    scientific article; zbMATH DE number 6432417

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      Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models (English)
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      29 April 2015
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      Bayesian model average
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      free-knot splines
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      posterior predictive distribution
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      reversible-jump sampler
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      time series
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