Periodic autoregression with exogenous variables and periodic variances
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Publication:3474000
DOI10.21136/am.1989.104366zbMath0697.62084MaRDI QIDQ3474000
Publication date: 1989
Full work available at URL: https://eudml.org/doc/15592
parameter estimation; asymptotic tests; exogenous variables; periodic autoregressive process; vague prior density; non-vanishing mean; periodic variances
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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