Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
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Publication:1023565
DOI10.1016/j.csda.2007.09.020zbMath1452.62671OpenAlexW2064238346MaRDI QIDQ1023565
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.09.020
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15)
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