Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028)
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scientific article; zbMATH DE number 6522873
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| English | Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model |
scientific article; zbMATH DE number 6522873 |
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Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (English)
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21 December 2015
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nonlinear time series
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autoregressive heteroscedastic models
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Bayesian P-splines
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MCMC methods
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Bayes factor
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