A bayesian analysis of autoregressive models with random normal coefficients

DOI10.1080/0094965031000136003zbMATH Open1054.62023OpenAlexW2092226375MaRDI QIDQ4470104FDOQ4470104

Authors: Thelma Sáfadi, Pedro A. Morettin 

Publication date: 22 June 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965031000136003

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zbMATH Keywords

Bayesian analysisGibbs samplerAutoregressive modelsPredictive distribution

Mathematics Subject Classification ID

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

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