Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
Year of publication: |
2007
|
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Authors: | Sanzo, Silvestro Di |
Institutions: | Dipartimento di Economia, UniversitĂ Ca' Foscari Venezia |
Subject: | Markov-Switching models | Bootstrap | Gibbs Sampling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007_03 3 pages long |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
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