Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study
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Publication:3072399
DOI10.1080/03610918.2010.509831zbMath1205.62025MaRDI QIDQ3072399
Glaura C. Franco, Thiago Rezende dos Santos
Publication date: 3 February 2011
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2010.509831
bootstrap; state space models; Metropolis-Hastings; dynamic linear models; confidence and credibility intervals
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25: Parametric tolerance and confidence regions
62F15: Bayesian inference
62F40: Bootstrap, jackknife and other resampling methods
65C05: Monte Carlo methods
Uses Software
Cites Work
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