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Q4887359 - MaRDI portal

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scientific article; zbMATH DE number 912682
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scientific article; zbMATH DE number 912682

    Statements

    author
    Wolfgang Polasek
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    Song Jin
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    publication date
    6 February 1997
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    zbMATH Keywords
    univariate autoregressive \(AR (p)\) models
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    tightness priors
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    conjugate normal linear model
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    prior distribution
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    random walk
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    Gibbs sampling
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    economic time series
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    sampling fluctuations
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    informative prior distributions
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    91B84
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    zbMATH DE Number
    912682
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