Bayesian estimation of AR(1) models with uniform innovations

MaRDI QIDQ3408700zbMATH OpenFDO

Authors H. Fellag, K. Nouali

Publication date 15 November 2006

zbMATH Keywords

uniform distributionautoregressive modelprior distributionBayesian estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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