Bayesian estimation of an autoregressive model using Markov chain Monte Carlo (Q2565039)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of an autoregressive model using Markov chain Monte Carlo |
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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo (English)
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26 June 1997
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order selection
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time series
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autoregressive model estimation
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choice of autoregressive order
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stationarity
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outliers
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missing values
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multiplicative seasonality
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Metropolis-within-Gibbs algorithm
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partial autocorrelations
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