Robust Bayesian analysis of an autoregressive model with exponential innovations (Q726682)
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scientific article; zbMATH DE number 6603209
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| English | Robust Bayesian analysis of an autoregressive model with exponential innovations |
scientific article; zbMATH DE number 6603209 |
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Robust Bayesian analysis of an autoregressive model with exponential innovations (English)
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13 July 2016
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autoregressive process
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Bayes
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estimation
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exponential
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loss function
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robustness
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0.9353636
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0.9061976
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0.90546644
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0.90103626
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