Autoregressive moving average infinite hidden Markov-switching models
Luc Bauwens, Jean-François Carpantier, Arnaud Dufays
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Bauwens, Luc ; Carpantier, Jean-François ; Dufays, Arnaud |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 162-182
|
| Subject: | ARMA | Bayesian inference | Dirichlet process | Forecasting | ARMA-Modell | ARMA model | Bayes-Statistik | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1123636 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704161