Title of article :
A Bayesian analysis of moving average processes with time-varying parameters
Author/Authors :
K. Triantafyllopoulos، نويسنده , , G.P. Nason، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Time-varying parameters , Locally stationary processes , Londonmetal exchange , Bayesian models , forecasting , time series , Moving average , LME
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
