Bayesian estimation of an AR(1) process with exponential white noise (Q4454281)
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scientific article; zbMATH DE number 2052636
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| English | Bayesian estimation of an AR(1) process with exponential white noise |
scientific article; zbMATH DE number 2052636 |
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Bayesian estimation of an AR(1) process with exponential white noise (English)
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8 March 2004
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autoregressive process
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exponential distribution
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hypergeometric function
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0.9214521050453186
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0.8704230189323425
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0.8676064610481262
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