Results 241 to 250 of about 182,801 (272)
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1997
In this section we discuss the use of simulation techniques to estimate and forecast MS-VAR processes. A general feature of MS-VAR models is that they approximate non-linear processes as piecewise linear by restricting the processes to be linear in each regime.
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In this section we discuss the use of simulation techniques to estimate and forecast MS-VAR processes. A general feature of MS-VAR models is that they approximate non-linear processes as piecewise linear by restricting the processes to be linear in each regime.
openaire +1 more source
Bayesian Models for Multiple Local Sequence Alignment and Gibbs Sampling Strategies
Journal of the American Statistical Association, 1995Jun S Liu, Andrew F Neuwald
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Gibbs Sampling Methods for Stick-Breaking Priors
Journal of the American Statistical Association, 2001Hemant Ishwaran
exaly