Variable selection in a class of Bayesian time series models

Roberta Paroli; Luigi Spezia

Variable selection in a class of Bayesian time series models

Risultato della ricerca: Working paper

Lingua originale	English
Numero di pagine	31
Stato di pubblicazione	Pubblicato - 2006

Keywords

Markov Switching Autoregressive model
Metropolized Kuo-Mallick method
Non Homogeneous Hidden Markov models

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AU - Spezia, Luigi

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KW - Markov Switching Autoregressive model

KW - Metropolized Kuo-Mallick method

KW - Non Homogeneous Hidden Markov models

KW - Markov Switching Autoregressive model

KW - Metropolized Kuo-Mallick method

KW - Non Homogeneous Hidden Markov models

UR - http://hdl.handle.net/10807/15742

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BT - Variable selection in a class of Bayesian time series models

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