Study of merger and acquisition (M\&A) with spline function in AR time series model under Bayesian framework

MaRDI QIDQ6589822FDOQ6589822

Authors: Jitendra Kumar, Mohd Mudassir, Varun Agiwal 

Publication date: 20 August 2024

Published in: Thailand Statistician (Search for Journal in Brave)

zbMATH Keywords

autoregressive modelposterior distributionloss functionmergerspline functionlinear and non-linear time trend

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Bayesian inference of C-AR(1) time series model with structural break
• A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model

This page was built for publication: Study of merger and acquisition (M\&A) with spline function in AR time series model under Bayesian framework

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589822)