Bayesian estimation of an AR(1) process with exponential white noise

DOI10.1080/0233188031000078042MaRDI QIDQ4454281zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

hypergeometric functionexponential distributionautoregressive process

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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