Bayesian analysis of simultaneous autoregressive models

zbMATH Open1192.91162MaRDI QIDQ987083FDOQ987083

Authors: Victor De Oliveira, Joon Jin Song 

Publication date: 13 August 2010

Published in: Sankhyā. Series B (Search for Journal in Brave)

Recommendations

• Bayesian analysis of conditional autoregressive models
• Objective Bayesian analysis for autoregressive models with nugget effects
• scientific article; zbMATH DE number 4102291
• A close look at the spatial structure implied by the CAR and SAR models.
• Bayesian inference for directional conditionally autoregressive models

zbMATH Keywords

maximum likelihoodspatial dataeigenvalues and eigenvectorsintegrated likelihoodSAR modelfrequentist propertiesweight matrix

Mathematics Subject Classification ID

Bayesian inference (62F15) Random fields; image analysis (62M40) Statistical methods; economic indices and measures (91B82) Spatial models in economics (91B72)

Cited In (15)

• Title not available (Why is that?)
• Objective Bayesian analysis for autoregressive models with nugget effects
• Bayesian analysis of conditional autoregressive models
• Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
• Bayesian comparative study on binary time series
• Bayesian model selection in spatial lattice models
• Title not available (Why is that?)
• A simple class of Bayesian nonparametric autoregression models
• Robust Bayesian analysis of an autoregressive model with exponential innovations
• Bayesian analysis of double seasonal autoregressive models
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
• GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
• Title not available (Why is that?)
• A skew-normal spatial simultaneous autoregressive model and its implementation

This page was built for publication: Bayesian analysis of simultaneous autoregressive models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q987083)