Open AccessNonstationary Bayesian time series models with time-varying parameters and regime-switching
Author(s) -
Yuelei Sui
Publication year - 2021
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.32469/10355/90099
Subject(s) - autoregressive model , stochastic volatility , econometrics , series (stratigraphy) , computer science , time series , covariance , bayesian inference , bayesian probability , multivariate statistics , volatility (finance) , gaussian process , autoregressive integrated moving average , gaussian , mathematics , artificial intelligence , statistics , machine learning , paleontology , physics , quantum mechanics , biology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom