Bayesian inferences and forecasting in bilinear time series models

DOI10.1080/03610929208830875zbMath0775.62067OpenAlexW2066426126MaRDI QIDQ3135676

Cathy W. S. Chen

Publication date: 7 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830875

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items

On the non-negative first-order exponential bilinear time series model ⋮ Bayesian analysis of bilinear time series models : a gibbs sampling approach ⋮ Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models

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