Autoregressive moving average infinite hidden Markov-switching models
Year of publication: |
2015
|
---|---|
Authors: | Bauwens, Luc ; Carpantier, Jean-François ; Dufays, Arnaud |
Publisher: |
Louvain-la-Neuve : CORE |
Subject: | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | ARMA-Modell | ARMA model |
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