default author photo

Luigi Spezia

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

46

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Bayesian Analysis of High-Frequency Water Temperature Time Series Through Markov Switching Autoregressive Models

Number of pages: 34 Posted: 14 Feb 2023
affiliation not provided to SSRN, affiliation not provided to SSRN, The James Hutton Institute, The James Hutton Institute - Centre of Expertise for Waters, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 46 (1,133,231)

Abstract:

Loading...

- Marginal likelihood, Metropolis-within-Gibbs, Non-linearity, Non-Normality, Nonstationarity, Stochastic variable selection