Autoregressive moving average infinite hidden Markov-switching models
Year of publication: |
April 2017
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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
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Subject: | ARMA | Bayesian inference | Dirichlet process | Forecasting | Bayes-Statistik | ARMA-Modell | ARMA model | Theorie | Theory | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model |
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