Bayesian estimation of an AR(1) process with exponential white noise
From MaRDI portal
Publication:4454281
DOI10.1080/0233188031000078042zbMATH Open1037.62016OpenAlexW2016314202MaRDI QIDQ4454281FDOQ4454281
Authors: M. Ibazizen, H. Fellag 
Publication date: 8 March 2004
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0233188031000078042
Recommendations
Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
Cited In (16)
- On the estimation of missing values in AR(1) model with exponential innovations
- Large deviations for Bayesian estimators in first-order autoregressive processes
- Una familia de distribuciones conjugadas para un proceso ARE (1)
- Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation
- Title not available (Why is that?)
- Estimation of the first-order autoregressive model with contaminated exponential white noise
- The accurate results of average run length on modified EWMA control chart for the first-order moving average process with exogenous variables models
- Continuous-time AR process parameter estimation in presence of additive white noise
- Title not available (Why is that?)
- Title not available (Why is that?)
- Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
- Title not available (Why is that?)
- A conjugate family for ar(1) processes with exponential errors
- On ar(1) processes with exponential white noise
- Title not available (Why is that?)
- Title not available (Why is that?)
This page was built for publication: Bayesian estimation of an AR(1) process with exponential white noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4454281)
