Bayesian estimation for the AR(1) model using asymmetric loss functions

MaRDI QIDQ6582586zbMATH OpenFDO

Authors Richard A. Levine, Debasis Bhattacharya

Publication date 2 August 2024

Published in Journal of Applied Statistical Science (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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