Bayesian inferences and forecasting in bilinear time series models

DOI10.1080/03610929208830875zbMath0775.62067MaRDI 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

62M20: Inference from stochastic processes and prediction

62F15: Bayesian inference

Related Items

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

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Fully Bayesian analysis of ARMA time series models
• ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
• On forecasting with univariate autoregressive processes: a bayesian approach
• ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL
• ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
• Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
• On the first-order bilinear time series model
• Testing and Modeling Threshold Autoregressive Processes
• A new look at the statistical model identification
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