On Bayesian Identification of Autoregressive Processes
From MaRDI portal
Publication:5888546
DOI10.18187/pjsor.v11i1.709MaRDI QIDQ5888546
Unnamed Author, Samir Moustafa Shaarawy, Emad E. A. Soliman
Publication date: 25 April 2023
Published in: Pakistan Journal of Statistics and Operation Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.18187/pjsor.v11i1.709
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference