Bayesian analysis of non-negative ar(2) processes (Q3989505)
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scientific article; zbMATH DE number 34645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of non-negative ar(2) processes |
scientific article; zbMATH DE number 34645 |
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Bayesian analysis of non-negative ar(2) processes (English)
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28 June 1992
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non-negative \(AR(2)\) process
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exponentially distributed white noise
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autoregressive parameters
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vague prior density
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posterior expectations
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explicit formulas
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strong consistency
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approximation
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simulation study
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