Bayesian semiparametric double autoregressive modeling

DOI10.1155/2019/4267532zbMath1435.62340OpenAlexW2959253404WikidataQ127485029 ScholiaQ127485029MaRDI QIDQ2298423

Yanyan Li

Publication date: 20 February 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/4267532

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15)

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