Penalised complexity priors for stationary autoregressive processes (Q4596431)
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scientific article; zbMATH DE number 6814678
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| English | Penalised complexity priors for stationary autoregressive processes |
scientific article; zbMATH DE number 6814678 |
Statements
Penalised Complexity Priors for Stationary Autoregressive Processes (English)
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1 December 2017
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AR(\(p\))
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latent Gaussian models
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prior selection \texttt{R-INLA}
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robustness
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0.7695382833480835
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0.7563406229019165
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0.7563406229019165
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0.7352820634841919
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