A superharmonic prior for the autoregressive process of the second-order (Q3552832)
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scientific article; zbMATH DE number 5697492
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| English | A superharmonic prior for the autoregressive process of the second-order |
scientific article; zbMATH DE number 5697492 |
Statements
A superharmonic prior for the autoregressive process of the second-order (English)
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22 April 2010
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AR model
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Bayesian estimation
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non-informative prior
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stationary Gaussian process
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0.8379527926445007
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0.719707190990448
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0.7106010913848877
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0.6913319230079651
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0.6838146448135376
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