On the construction of stationary AR(1) models via random distributions

DOI10.1080/02331880802259391zbMATH Open1278.62141OpenAlexW2004067502MaRDI QIDQ3396484FDOQ3396484

Authors: Ramsés H. Mena, A. Contreras-Cristán, Stephen G. Walker 

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802259391

Recommendations

• Stationary Autoregressive Models via a Bayesian Nonparametric Approach
• scientific article; zbMATH DE number 3913496
• Stationary mixture transition distribution (MTD) models via predictive distributions
• Constructing First Order Stationary Autoregressive Models via Latent Processes
• scientific article

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

• The Logistic Normal Distribution for Bayesian, Nonparametric, Predictive Densities
• Discrete analogues of self-decomposability and stability
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Prior distributions on spaces of probability measures
• A Bayesian analysis of some nonparametric problems
• Bayesian Nonparametric Inference for Random Distributions and Related Functions
• Polya trees and random distributions
• Stationary Autoregressive Models via a Bayesian Nonparametric Approach
• Binomial autoregressive moving average models
• First order autoregressive time series with negative binomial and geometric marginals
• Time series models with univariate margins in the convolution-closed infinitely divisible class
• Beta-stacy processes and a generalization of the Pólya-Urn scheme
• A Bayesian Non‐parametric Approach to Survival Analysis Using Polya Trees
• Spectrum estimation by wavelet thresholding of multitaper estimators
• Constructing First Order Stationary Autoregressive Models via Latent Processes

Cited In (7)

• On a flexible construction of a negative binomial model
• Poisson-Driven Stationary Markov Models
• On the construction of stationary processes and random fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution
• Extended constructions of stationary autoregressive processes

This page was built for publication: On the construction of stationary AR(1) models via random distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396484)