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"A Bayesian analysis of moving average processes with time-varying parameters."

Kostas Triantafyllopoulos, Guy P. Nason (2007)

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DOI: 10.1016/J.CSDA.2007.04.001

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - journals/csda/TriantafyllopoulosN07
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  - https://dblp.org/rec/journals/csda/TriantafyllopoulosN07
Kostas Triantafyllopoulos, Guy P. Nason:
A Bayesian analysis of moving average processes with time-varying parameters. Comput. Stat. Data Anal. 52(2): 1025-1046 (2007)

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