Bayesian estimation of autoregressive models with time-varying coefficients

DOI10.12066/J.ISSN.1007-2861.1754MaRDI QIDQ3175475zbMATH OpenFDO

Authors Yunxian Chen, Xingyue Gao, Yuying Wang, Youhua He

Publication date 18 July 2018

zbMATH Keywords

Bayesian estimationautoregressive modeltime-varying coeffcients

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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