HIERARCHICAL BAYESIAN ESTIMATION OF TIME VARYING VECTOR AUTOREGRESSIVE MODEL
نویسندگان
چکیده
منابع مشابه
Wavelet based time-varying vector autoregressive modelling
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ژورنال
عنوان ژورنال: Journal of Japan Society of Civil Engineers, Ser. A1 (Structural Engineering ^|^ Earthquake Engineering (SE/EE))
سال: 2012
ISSN: 2185-4653
DOI: 10.2208/jscejseee.68.738