Bayesian time-varying autoregressions: Theory, methods and applications

Authors

  • Raquel Prado Universidad Simon Bolivar
  • Gabriel Huerta Centro de Investigacion en Matematicas
  • Mike West Duke University. Institute of Statistics and Decision Sciences

DOI:

https://doi.org/10.11606/resimeusp.v4i4.75003

Keywords:

Bayesian analysis, Dynamic linear models

Abstract

We review the class of time-varying autoregressive (TVAR) models and a range of related recent developments of Bayesian time series modelling.

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Published

2000-05-10

Issue

Vol. 4 No. 4 (2000)

Section

Contents

License

Copyright (c) 2000 Raquel Prado, Gabriel Huerta, Mike West

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

Bayesian time-varying autoregressions: Theory, methods and applications. (2000). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 4(4), 405-422. https://doi.org/10.11606/resimeusp.v4i4.75003