Bayesian analysis of bilinear time series models : a gibbs sampling approach

DOI10.1080/03610929208830987zbMath0775.62228OpenAlexW2144262914MaRDI QIDQ4202665

Cathy W. S. Chen

Publication date: 4 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830987

Mathematics Subject Classification ID

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

Related Items

Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs, Detection of additive outliers in bilinear time series, BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS, On the non-negative first-order exponential bilinear time series model, On the selection of subset bilinear time series models: a genetic algorithm approach

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• A new look at the statistical model identification