Bayes estimation of binary time series

DOI10.1080/09720510.2001.10701027MaRDI QIDQ2746771zbMATH OpenOpenAlexFDO

Authors M. M. Smadi, A. Abu-Taleb

Publication date 26 March 2002

Published in Journal of Statistics \& Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2001.10701027

zbMATH Keywords

binary time seriesfirst-order stationary autoregressive models

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Estimation of autocorrelation in a binary time series
• Bayesian comparative study on binary time series
• Bayesian model determination for binary time-series data with applications
• The least squares estimation of the transition probabilities of binary processes on the basis of sample paths

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