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

Luigi Spezia; Roberta Paroli

doi:10.1080/03610920701851805

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

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

Lingua originale	Inglese
pagine (da-a)	2079-2094
Numero di pagine	16
Rivista	COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
DOI	https://doi.org/10.1080/03610920701851805
Stato di pubblicazione	Pubblicato - 2008

Keywords

Evolutionary Monte Carlo algorithm
Hidden Markov chain
Hidden nodes
Identifiability constraints

Accesso al documento

10.1080/03610920701851805

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KW - Hidden nodes

KW - Identifiability constraints

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