PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models

DOI10.1080/00949655.2021.2021528MaRDI QIDQ5086089zbMATH OpenOpenAlexWikidataFDO

Authors T. Manouchehri, A. R. Nematollahi

Publication date 1 July 2022

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

Full work available at URL https://doi.org/10.1080/00949655.2021.2021528

zbMATH Keywords

shinyBayesian analysisGibbs samplingMAP estimateMCMC algorithmsperiodic autoregressive modelsECM algorithmsscale mixture of skew normal

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Stationary stochastic processes (60G10)

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Describes a project that uses

Uses Software

• partsm

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