Time-varying autoregressions with model order uncertainty

Journal of Time Series Analysis

Volumn 23, Issue 5, 2002, Pages 599-618

  Prado, Raquel ^a   Huerta, Gabriel ^a  

^a UNIVERSIDAD SIMÓN BOLÍVAR   (Mexico)

Author keywords

Dynamic linear models; Markov chain, Monte Carlo (MCMC); Model uncertainty; Time series decompositions; Time varying autoregressions

Indexed keywords

EID: 0038652680     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00280     Document Type: Article

References (20)

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