Bayesian estimation of switching ARMA models
M. Billio; A. Monfort; C. P. Robert
| Year of publication: |
1999
|
|---|---|
| Authors: | Billio, Monica ; Monfort, Alain ; Robert, Christian P. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 2, p. 229-255
|
| Subject: | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001406655