scientific article; zbMATH DE number 4176284

MaRDI QIDQ3200428zbMATH OpenFDO

Authors Joaquin Diaz

Publication date 1988

zbMATH Keywords

ARMA errorsbackshift operatorconditional posterior distributionintervention analysis proceduresmarginal posterior distributions

Mathematics Subject Classification ID

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

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• Regression Models with Time Series Errors
• The ARAR Error Model for Univariate Time Series and Distributed Lag
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• Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination
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