ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH

DOI10.1111/J.1467-9892.1983.TB00361.XMaRDI QIDQ3673904zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1983.tb00361.x

zbMATH Keywords

autoregressive time seriesempirical Bayes approachindependent realizationestimation of random coefficient

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites work

• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Empirical Bayes estimators in a multiple linear regression model
• Random coefficient first-order autoregressive models

Cited in

(2)

• Random autoregressive models: a structured overview
• Some Results on the Estimation of a Higher Order Markov Chain

This page was built for publication: ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3673904)