ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH

DOI10.1111/J.1467-9892.1983.TB00361.XzbMATH Open0523.62078OpenAlexW2054384520MaRDI QIDQ3673904FDOQ3673904

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

• Title not available (Why is that?)
• Empirical Bayes estimators in a multiple linear regression model
• Random coefficient first-order autoregressive models

Cited In (2)

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

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)