Bayesian inference of time varying parameters in autoregressive processes

12. August 2026
by Mark, C., Metzner, C. and Fabry, B.
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Reference:
Bayesian inference of time varying parameters in autoregressive processesMark, C.; Metzner, C.; Fabry, B.In arXiv:1405.1668, 2014.
Bibtex Entry:
@article{mark_bayesian_2014,
	title = {Bayesian inference of time varying parameters in autoregressive processes},
	url = {Mark arXiv 1405 1668v3 2014.pdf},
	journal = {arXiv:1405.1668},
	author = {Mark, C. and Metzner, C. and Fabry, B.},
	year = {2014},
	note = {Type: Journal Article},
}