Title of article
A Bayesian analysis of moving average processes with time-varying parameters
Author/Authors
K. Triantafyllopoulos، نويسنده , , G.P. Nason، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
22
From page
1025
To page
1046
Keywords
Bayesian models , forecasting , time series , Time-varying parameters , LME , Locally stationary processes , Londonmetal exchange , Moving average
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
308351
Link To Document