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

Kostas Triantafyllopoulos Guy P. Nason

Published in: Comput. Stat. Data Anal. (2007)

Keyphrases

bayesian analysis
moving average
autoregressive
arma model
maximum likelihood
non stationary
exponential smoothing
genetic algorithm
expectation maximization
statistically sound
natural language
artificial neural networks
graphical models