Modeling Structural Breaks in Disturbances Precision or Autoregressive Parameter in Dynamic Model: A Bayesian Approach
| Autor: | Arvind Shrivastava, Anoop Chaturvedi, Aradhana Srivastava |
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| Rok vydání: | 2022 |
| Zdroj: | Journal of the Indian Society for Probability and Statistics. 23:129-154 |
| ISSN: | 2364-9569 |
| DOI: | 10.1007/s41096-022-00115-8 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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