Objective Bayesian analysis for autoregressive models with nugget effects
DOI10.1016/J.JMVA.2013.11.003zbMATH Open1359.62382OpenAlexW2017590175MaRDI QIDQ392085FDOQ392085
Authors: Cuirong Ren, Dongchu Sun 
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.003
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reference priorJeffreys priorautoregressive modelsCAR modelintegrated likelihoodpropriety of posteriorSAR model
Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
- Gaussian Markov Random Fields
- Estimation Methods for Models of Spatial Interaction
- Objective Bayesian Analysis of Spatially Correlated Data
- ON STATIONARY PROCESSES IN THE PLANE
- Default priors for Gaussioan processes
- Objective Bayesian analysis of spatial data with measurement error
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the invariance of noninformative priors
- Spatial modeling of regional variables
- Objective Bayesian analysis for CAR models
- Propriety of posteriors with improper priors in hierachical linear mixed models.
- Objective Bayesian analysis for a spatial model with nugget effects
- Bayesian analysis of conditional autoregressive models
- Bayesian analysis of simultaneous autoregressive models
Cited In (9)
- Bayesian analysis of conditional autoregressive models
- Objective Bayesian analysis for a spatial model with nugget effects
- Bayesian analysis of simultaneous autoregressive models
- Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors
- Objective priors for causal \(\mathrm{AR}(p)\) with partial autocorrelations
- Including a Nugget Effect in Lifted Brownian Covariance Models
- Objective Bayesian analysis for CAR models
- Efficient estimation and prediction for the Bayesian binary spatial model with flexible link functions
- On the precision of the conditionally autoregressive prior in spatial models
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