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Bayesian estimation for first-order autoregressive model with explanatory variables - MaRDI portal

Bayesian estimation for first-order autoregressive model with explanatory variables (Q4595900)

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scientific article; zbMATH DE number 6816118
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English
Bayesian estimation for first-order autoregressive model with explanatory variables
scientific article; zbMATH DE number 6816118

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    Bayesian estimation for first-order autoregressive model with explanatory variables (English)
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    6 December 2017
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    autoregressive model
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    Bayesian estimation
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    Bayesian model selection
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    conjugate prior
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