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

MaRDI QIDQ6589822zbMATH OpenFDO

Authors Jitendra Kumar, Mohd Mudassir, Varun Agiwal

Publication date 20 August 2024

Published in Thailand Statistician (Search for Journal in Brave)

zbMATH Keywords

autoregressive modellinear and non-linear time trendloss functionmergerposterior distributionspline function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model
• Bayesian inference of C-AR(1) time series model with structural break
• scientific article; zbMATH DE number 1306459 (Why is no real title available?)

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