Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Year of publication: |
1996
|
---|---|
Authors: | Barnett, Glen |
Other Persons: | Kohn, Robert (contributor) ; Sheather, Simon J. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 74.1996, 2, p. 237-254
|
Subject: | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
-
Mouvement brownien regularisé : une procédure d'estimation des paramètres
Pinhas, Max, (1993)
-
Bolduc, Denis, (1994)
-
An asymptotic theory for optimization estimators with non-standard rates of convergence
Kim, Jean Kyoung, (1988)
- More ...
-
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen, (1993)
-
A Bayesian analysis of integrated moving average models
Barnett, Glen, (1993)
-
Robust Bayesian estimation of autoregressive-moving average models
Barnett, Glen, (1995)
- More ...