Bayesian analysis of mixture autoregressive models covering the complete parameter space.

Davide Ravagli Georgi N. Boshnakov

Published in: Comput. Stat. (2022)

Keyphrases

parameter space
bayesian analysis
autoregressive model
high dimensional
computationally feasible
parameter values
search space
likelihood function
hough space
multiscale
computational complexity
feature space
expectation maximization
high frequency
wavelet domain
wavelet analysis