Bayesian inference of time varying parameters in autoregressive processes

20. September 2026

by Mark, C., Metzner, C., Fabry, B.

Reference:

Bayesian inference of time varying parameters in autoregressive processesMark, C., Metzner, C., Fabry, B.In arXiv:1405.1668, 2014.

Bibtex Entry:

@article{RN3222,
   author = {Mark, C., Metzner, C., Fabry, B. },
   title = {Bayesian inference of time varying parameters in autoregressive processes},
   journal = {arXiv:1405.1668},
   url = {Mark arXiv 1405 1668v3 2014.pdf},
   year = {2014},
   type = {Journal Article}
}