A Bayesian analysis on time series structural equation models
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Publication:630936
DOI10.1016/j.jspi.2010.12.017zbMath1209.62040MaRDI QIDQ630936
Publication date: 22 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.12.017
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
Uses Software