Superharmonic priors for autoregressive models

DOI10.1007/S41884-017-0001-1zbMATH Open1409.62179OpenAlexW2772972453MaRDI QIDQ1713656FDOQ1713656

Authors: Fuyuhiko Tanaka 

Publication date: 28 January 2019

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s41884-017-0001-1

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zbMATH Keywords

Kullback-Leibler divergenceJeffreys priorRiemannian manifoldFisher metricautoregressive modelsnoninformative priorsBayesian time series analysissuperharmonic priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• <tex>$alpha$</tex>-Parallel Prior and its Properties

Cited In (1)

• A superharmonic prior for the autoregressive process of the second-order

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