A Bayesian analysis of moving average processes with time-varying parameters
| Year of publication: |
2007
|
|---|---|
| Authors: | Triantafyllopoulos, K. ; Nason, G.P. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2007, 2, p. 1025-1046
|
| Publisher: |
Elsevier |