Periodic autoregressive models with closed skew-normal innovations (Q2319487)
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scientific article; zbMATH DE number 7095931
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| English | Periodic autoregressive models with closed skew-normal innovations |
scientific article; zbMATH DE number 7095931 |
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Periodic autoregressive models with closed skew-normal innovations (English)
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19 August 2019
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PAR models
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VAR models
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closed skew-normal
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ECM algorithms
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MAP estimate
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Bayesian approach
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noninformative priors
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hit-and-run sampler
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MCMC algorithms
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0.8093593120574951
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0.8015069961547852
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0.7832720279693604
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0.7538517713546753
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