On Bayesian Identification of Autoregressive Processes

DOI10.18187/PJSOR.V11I1.709OpenAlexW1718066205MaRDI QIDQ5888546

Samir Moustafa Shaarawy, Emad E. A. Soliman, Unnamed Author

Publication date: 25 April 2023

Published in: Pakistan Journal of Statistics and Operation Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.18187/pjsor.v11i1.709

Mathematics Subject Classification ID

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

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