Bayesian non-parametric signal extraction for Gaussian time series
Year of publication: |
2010
|
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Authors: | Macaro, Christian |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 2, p. 381-395
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Signalling |
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