Publication:3358052
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zbMath0732.62028MaRDI QIDQ3358052
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Publication date: 1988
linear models; degrees of freedom; autoregressive process; marginal posterior distribution; auto-correlation; non-normal errors; bivariate posterior distribution; choice of an informative prior; i.i.d. Student-\(t\) errors; multivariate Student-t distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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