On sampling stationary autoregressive model parameters uniformly in \(r^{2}\) value (Q2489880)
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scientific article; zbMATH DE number 5020994
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| English | On sampling stationary autoregressive model parameters uniformly in \(r^{2}\) value |
scientific article; zbMATH DE number 5020994 |
Statements
On sampling stationary autoregressive model parameters uniformly in \(r^{2}\) value (English)
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28 April 2006
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\(r\)-Squared
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Autoregressive
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Simulation
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Product of random variables
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Product distribution
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Uniform product distribution
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Log-Gamma product distribution
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0.7661080956459045
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0.7365301251411438
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0.7340500950813293
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