Bayesian estimation of an AR(1) process with exponential white noise (Q4454281)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2052636
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian estimation of an AR(1) process with exponential white noise |
scientific article; zbMATH DE number 2052636 |
Statements
Bayesian estimation of an AR(1) process with exponential white noise (English)
0 references
8 March 2004
0 references
autoregressive process
0 references
exponential distribution
0 references
hypergeometric function
0 references
0.9214521050453186
0 references
0.8704230189323425
0 references
0.8676064610481262
0 references
