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Bayesian inference of time varying parameters in autoregressive processes

21. December 2024
by C. Metzner C. Fabry B. Mark
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Reference:
C. Metzner C. Fabry B. MarkBayesian inference of time varying parameters in autoregressive processesIn 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}
}