Autoregressive Moving Average Infinite Hidden Markov-Switching Models
Year of publication: |
2017
|
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Authors: | Bauwens, Luc |
Other Persons: | Carpantier, Jean-François (contributor) ; Dufays, Arnaud (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | ARMA-Modell | ARMA model | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 20, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2965441 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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