Bayesian inferences for several autoregressive processes

DOI10.1016/S0377-2217(97)00041-6zbMATH Open0960.91510MaRDI QIDQ1291710FDOQ1291710

Authors: Diego Alejandro Salazar, David H. Moen 

Publication date: 13 May 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Recommendations

• Bayesian analysis of autoregressive fractionally integrated moving-average processes
• A Bayesian analysis of a change in the parameters of autoregressive time series
• Bayesian analysis of autoregressive time series with change points
• scientific article; zbMATH DE number 4024576
• A Bayesian Analysis of a Structural Change in the Parameters of a Time Series

zbMATH Keywords

Bayesian analysistime seriesautoregressive processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Structural changes in multivariate regression models
• Title not available (Why is that?)
• Structural changes in time series models

Cited In (5)

• Bayesian-like autoregressive spectrum estimation in the case of unknown process order
• A Bayesian conditional autoregressive geometric process model for range data
• Estimation and hypothesis testing for collections of autoregressive time series
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
• Title not available (Why is that?)

This page was built for publication: Bayesian inferences for several autoregressive processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1291710)