Ba yesian predictors for an ar(1) error model

DOI10.1080/03610929708831926zbMATH Open0964.62501OpenAlexW2131453920MaRDI QIDQ4337327FDOQ4337327

Authors: William Griffiths 

Publication date: 12 March 2000

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

Full work available at URL: https://doi.org/10.1080/03610929708831926

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zbMATH Keywords

predictive density functionmixtures predictor

Mathematics Subject Classification ID

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

Cites Work

• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative

Cited In (3)

• Prediction from the one-way error components model with AR(1) disturbances
• Bayes inference in regression models with ARMA\((p,q)\) errors
• Title not available (Why is that?)

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