Bayesian empirical likelihood inference and order shrinkage for autoregressive models
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Publication:2122804
DOI10.1007/s00362-021-01231-6OpenAlexW3154364170MaRDI QIDQ2122804
Kai Yang, Xiaohui Yuan, Xue Ding
Publication date: 7 April 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-021-01231-6
nonparametric Bayesian inferenceBayesian empirical likelihoodspike-and-slab priororder shrinkagesparse autoregressive models
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