scientific article; zbMATH DE number 1302951
From MaRDI portal
Publication:4249441
zbMATH Open0944.62081MaRDI QIDQ4249441FDOQ4249441
Authors: Xing-Qi Jiang
Publication date: 26 September 2000
Title of this publication is not available (Why is that?)
Recommendations
- A time varying coefficient vector AR modeling of nonstationary covariance time series
- A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
- Time‐varying autoregressions with model order uncertainty
- Bayesian time-varying autoregressions: Theory, methods and applications.
- Bayesian estimation of a time varying parameter autoregression model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
Cited In (10)
- Time-varying parameter auto-regressive models for autocovariance nonstationary time series
- VAR based state-space structures: realization, statistics and spectral analysis
- Bayesian estimation of autoregressive models with time-varying coefficients
- Computational Science - ICCS 2004
- Title not available (Why is that?)
- Wavelet based time-varying vector autoregressive modelling
- Bayesian time-varying autoregressions: Theory, methods and applications.
- Instantaneous spectrum estimation of earthquake ground motions based on unscented Kalman filter method
- Time‐varying autoregressions with model order uncertainty
- A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4249441)