In this paper, a Markov-switching linked autoregressive model is proposed to describe and forecast non-continuous wind direction data. Due to the influence factors of geography and atmosphere, the ...
We propose a Bayesian panel model for mixed frequency data, where parameters can change over time according to a Markov process. Our model allows for both structural instability and random effects. To ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback