A bayesian analysis of autoregressive models with random normal coefficients

DOI10.1080/0094965031000136003MaRDI QIDQ4470104zbMATH OpenOpenAlexFDO

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

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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