Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises

Roberta Paroli; Luigi Spezia

Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises

Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

Lingua originale	English
pagine (da-a)	2079-2094
Numero di pagine	16
Rivista	COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
Stato di pubblicazione	Pubblicato - 2008

Keywords

Evolutionary Monte Carlo algorithm
Hidden Markov chain
Hidden nodes
Identifiability constraints

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author = "Roberta Paroli and Luigi Spezia",

year = "2008",

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pages = "2079--2094",

journal = "Communications in Statistics - Theory and Methods",

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AU - Paroli, Roberta

AU - Spezia, Luigi

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KW - Hidden Markov chain

KW - Hidden nodes

KW - Identifiability constraints

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KW - Hidden nodes

KW - Identifiability constraints

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