Bayesian inferences for several autoregressive processes

DOI10.1016/S0377-2217(97)00041-6MaRDI QIDQ1291710zbMATH OpenFDO

Authors Diego Alejandro Salazar, David H. Moen

Publication date 13 May 2001

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

zbMATH Keywords

Bayesian analysistime seriesautoregressive processes

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4013835 (Why is no real title available?)
• scientific article; zbMATH DE number 3814830 (Why is no real title available?)
• scientific article; zbMATH DE number 52651 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Structural changes in multivariate regression models
• 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
• scientific article; zbMATH DE number 5927406 (Why is no real title available?)

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